Iterative Magnetometer Calibration

NASA Technical Reports Server (NTRS)

Sedlak, Joseph

2006-01-01

This paper presents an iterative method for three-axis magnetometer (TAM) calibration that makes use of three existing utilities recently incorporated into the attitude ground support system used at NASA's Goddard Space Flight Center. The method combines attitude-independent and attitude-dependent calibration algorithms with a new spinning spacecraft Kalman filter to solve for biases, scale factors, nonorthogonal corrections to the alignment, and the orthogonal sensor alignment. The method is particularly well-suited to spin-stabilized spacecraft, but may also be useful for three-axis stabilized missions given sufficient data to provide observability.

Fuzzy adaptive strong tracking scaled unscented Kalman filter for initial alignment of large misalignment angles

NASA Astrophysics Data System (ADS)

Li, Jing; Song, Ningfang; Yang, Gongliu; Jiang, Rui

2016-07-01

In the initial alignment process of strapdown inertial navigation system (SINS), large misalignment angles always bring nonlinear problem, which can usually be processed using the scaled unscented Kalman filter (SUKF). In this paper, the problem of large misalignment angles in SINS alignment is further investigated, and the strong tracking scaled unscented Kalman filter (STSUKF) is proposed with fixed parameters to improve convergence speed, while these parameters are artificially constructed and uncertain in real application. To further improve the alignment stability and reduce the parameters selection, this paper proposes a fuzzy adaptive strategy combined with STSUKF (FUZZY-STSUKF). As a result, initial alignment scheme of large misalignment angles based on FUZZY-STSUKF is designed and verified by simulations and turntable experiment. The results show that the scheme improves the accuracy and convergence speed of SINS initial alignment compared with those based on SUKF and STSUKF.

A New Adaptive H-Infinity Filtering Algorithm for the GPS/INS Integrated Navigation

PubMed Central

Jiang, Chen; Zhang, Shu-Bi; Zhang, Qiu-Zhao

2016-01-01

The Kalman filter is an optimal estimator with numerous applications in technology, especially in systems with Gaussian distributed noise. Moreover, the adaptive Kalman filtering algorithms, based on the Kalman filter, can control the influence of dynamic model errors. In contrast to the adaptive Kalman filtering algorithms, the H-infinity filter is able to address the interference of the stochastic model by minimization of the worst-case estimation error. In this paper, a novel adaptive H-infinity filtering algorithm, which integrates the adaptive Kalman filter and the H-infinity filter in order to perform a comprehensive filtering algorithm, is presented. In the proposed algorithm, a robust estimation method is employed to control the influence of outliers. In order to verify the proposed algorithm, experiments with real data of the Global Positioning System (GPS) and Inertial Navigation System (INS) integrated navigation, were conducted. The experimental results have shown that the proposed algorithm has multiple advantages compared to the other filtering algorithms. PMID:27999361

A New Adaptive H-Infinity Filtering Algorithm for the GPS/INS Integrated Navigation.

PubMed

Jiang, Chen; Zhang, Shu-Bi; Zhang, Qiu-Zhao

2016-12-19

The Kalman filter is an optimal estimator with numerous applications in technology, especially in systems with Gaussian distributed noise. Moreover, the adaptive Kalman filtering algorithms, based on the Kalman filter, can control the influence of dynamic model errors. In contrast to the adaptive Kalman filtering algorithms, the H-infinity filter is able to address the interference of the stochastic model by minimization of the worst-case estimation error. In this paper, a novel adaptive H-infinity filtering algorithm, which integrates the adaptive Kalman filter and the H-infinity filter in order to perform a comprehensive filtering algorithm, is presented. In the proposed algorithm, a robust estimation method is employed to control the influence of outliers. In order to verify the proposed algorithm, experiments with real data of the Global Positioning System (GPS) and Inertial Navigation System (INS) integrated navigation, were conducted. The experimental results have shown that the proposed algorithm has multiple advantages compared to the other filtering algorithms.

Dense-HOG-based drift-reduced 3D face tracking for infant pain monitoring

NASA Astrophysics Data System (ADS)

Saeijs, Ronald W. J. J.; Tjon A Ten, Walther E.; de With, Peter H. N.

2017-03-01

This paper presents a new algorithm for 3D face tracking intended for clinical infant pain monitoring. The algorithm uses a cylinder head model and 3D head pose recovery by alignment of dynamically extracted templates based on dense-HOG features. The algorithm includes extensions for drift reduction, using re-registration in combination with multi-pose state estimation by means of a square-root unscented Kalman filter. The paper reports experimental results on videos of moving infants in hospital who are relaxed or in pain. Results show good tracking behavior for poses up to 50 degrees from upright-frontal. In terms of eye location error relative to inter-ocular distance, the mean tracking error is below 9%.

Attitude determination and calibration using a recursive maximum likelihood-based adaptive Kalman filter

NASA Technical Reports Server (NTRS)

Kelly, D. A.; Fermelia, A.; Lee, G. K. F.

1990-01-01

An adaptive Kalman filter design that utilizes recursive maximum likelihood parameter identification is discussed. At the center of this design is the Kalman filter itself, which has the responsibility for attitude determination. At the same time, the identification algorithm is continually identifying the system parameters. The approach is applicable to nonlinear, as well as linear systems. This adaptive Kalman filter design has much potential for real time implementation, especially considering the fast clock speeds, cache memory and internal RAM available today. The recursive maximum likelihood algorithm is discussed in detail, with special attention directed towards its unique matrix formulation. The procedure for using the algorithm is described along with comments on how this algorithm interacts with the Kalman filter.

Improved Spatial Registration and Target Tracking Method for Sensors on Multiple Missiles.

PubMed

Lu, Xiaodong; Xie, Yuting; Zhou, Jun

2018-05-27

Inspired by the problem that the current spatial registration methods are unsuitable for three-dimensional (3-D) sensor on high-dynamic platform, this paper focuses on the estimation for the registration errors of cooperative missiles and motion states of maneuvering target. There are two types of errors being discussed: sensor measurement biases and attitude biases. Firstly, an improved Kalman Filter on Earth-Centered Earth-Fixed (ECEF-KF) coordinate algorithm is proposed to estimate the deviations mentioned above, from which the outcomes are furtherly compensated to the error terms. Secondly, the Pseudo Linear Kalman Filter (PLKF) and the nonlinear scheme the Unscented Kalman Filter (UKF) with modified inputs are employed for target tracking. The convergence of filtering results are monitored by a position-judgement logic, and a low-pass first order filter is selectively introduced before compensation to inhibit the jitter of estimations. In the simulation, the ECEF-KF enhancement is proven to improve the accuracy and robustness of the space alignment, while the conditional-compensation-based PLKF method is demonstrated to be the optimal performance in target tracking.

Fast two-position initial alignment for SINS using velocity plus angular rate measurements

NASA Astrophysics Data System (ADS)

Chang, Guobin

2015-10-01

An improved two-position initial alignment model for strapdown inertial navigation system is proposed. In addition to the velocity, angular rates are incorporated as measurements. The measurement equations in full three channels are derived in both navigation and body frames and the latter of which is found to be preferred. The cross-correlation between the process and the measurement noises is analyzed and addressed in the Kalman filter. The incorporation of the angular rates, without introducing additional device or external signal, speeds up the convergence of estimating the attitudes, especially the heading. In the simulation study, different algorithms are tested with different initial errors, and the advantages of the proposed method compared to the conventional one are validated by the simulation results.

An improved conscan algorithm based on a Kalman filter

NASA Technical Reports Server (NTRS)

Eldred, D. B.

1994-01-01

Conscan is commonly used by DSN antennas to allow adaptive tracking of a target whose position is not precisely known. This article describes an algorithm that is based on a Kalman filter and is proposed to replace the existing fast Fourier transform based (FFT-based) algorithm for conscan. Advantages of this algorithm include better pointing accuracy, continuous update information, and accommodation of missing data. Additionally, a strategy for adaptive selection of the conscan radius is proposed. The performance of the algorithm is illustrated through computer simulations and compared to the FFT algorithm. The results show that the Kalman filter algorithm is consistently superior.

Theatre Ballistic Missile Defense-Multisensor Fusion, Targeting and Tracking Techniques

DTIC Science & Technology

1998-03-01

Washington, D.C., 1994. 8. Brown , R., and Hwang , P., Introduction to Random Signals and Applied Kaiman Filtering, Third Edition, John Wiley and Sons...C. ADDING MEASUREMENT NOISE 15 III. EXTENDED KALMAN FILTER 19 A. DISCRETE TIME KALMAN FILTER 19 B. EXTENDED KALMAN FILTER 21 C. EKF IN TARGET...tracking algorithms. 17 18 in. EXTENDED KALMAN FILTER This chapter provides background information on the development of a tracking algorithm

An Improved Interacting Multiple Model Filtering Algorithm Based on the Cubature Kalman Filter for Maneuvering Target Tracking.

PubMed

Zhu, Wei; Wang, Wei; Yuan, Gannan

2016-06-01

In order to improve the tracking accuracy, model estimation accuracy and quick response of multiple model maneuvering target tracking, the interacting multiple models five degree cubature Kalman filter (IMM5CKF) is proposed in this paper. In the proposed algorithm, the interacting multiple models (IMM) algorithm processes all the models through a Markov Chain to simultaneously enhance the model tracking accuracy of target tracking. Then a five degree cubature Kalman filter (5CKF) evaluates the surface integral by a higher but deterministic odd ordered spherical cubature rule to improve the tracking accuracy and the model switch sensitivity of the IMM algorithm. Finally, the simulation results demonstrate that the proposed algorithm exhibits quick and smooth switching when disposing different maneuver models, and it also performs better than the interacting multiple models cubature Kalman filter (IMMCKF), interacting multiple models unscented Kalman filter (IMMUKF), 5CKF and the optimal mode transition matrix IMM (OMTM-IMM).

Robotic fish tracking method based on suboptimal interval Kalman filter

NASA Astrophysics Data System (ADS)

Tong, Xiaohong; Tang, Chao

2017-11-01

Autonomous Underwater Vehicle (AUV) research focused on tracking and positioning, precise guidance and return to dock and other fields. The robotic fish of AUV has become a hot application in intelligent education, civil and military etc. In nonlinear tracking analysis of robotic fish, which was found that the interval Kalman filter algorithm contains all possible filter results, but the range is wide, relatively conservative, and the interval data vector is uncertain before implementation. This paper proposes a ptimization algorithm of suboptimal interval Kalman filter. Suboptimal interval Kalman filter scheme used the interval inverse matrix with its worst inverse instead, is more approximate nonlinear state equation and measurement equation than the standard interval Kalman filter, increases the accuracy of the nominal dynamic system model, improves the speed and precision of tracking system. Monte-Carlo simulation results show that the optimal trajectory of sub optimal interval Kalman filter algorithm is better than that of the interval Kalman filter method and the standard method of the filter.

Interacting Multiple Model (IMM) Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking

PubMed Central

Liu, Hua; Wu, Wen

2017-01-01

For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM) filter and the fifth-degree spherical simplex-radial cubature Kalman filter (5thSSRCKF). The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with the interacting multiple model unscented Kalman filter (IMMUKF), the interacting multiple model cubature Kalman filter (IMMCKF) and the interacting multiple model fifth-degree cubature Kalman filter (IMM5thCKF). PMID:28608843

Interacting Multiple Model (IMM) Fifth-Degree Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking.

PubMed

Liu, Hua; Wu, Wen

2017-06-13

For improving the tracking accuracy and model switching speed of maneuvering target tracking in nonlinear systems, a new algorithm named the interacting multiple model fifth-degree spherical simplex-radial cubature Kalman filter (IMM5thSSRCKF) is proposed in this paper. The new algorithm is a combination of the interacting multiple model (IMM) filter and the fifth-degree spherical simplex-radial cubature Kalman filter (5thSSRCKF). The proposed algorithm makes use of Markov process to describe the switching probability among the models, and uses 5thSSRCKF to deal with the state estimation of each model. The 5thSSRCKF is an improved filter algorithm, which utilizes the fifth-degree spherical simplex-radial rule to improve the filtering accuracy. Finally, the tracking performance of the IMM5thSSRCKF is evaluated by simulation in a typical maneuvering target tracking scenario. Simulation results show that the proposed algorithm has better tracking performance and quicker model switching speed when disposing maneuver models compared with the interacting multiple model unscented Kalman filter (IMMUKF), the interacting multiple model cubature Kalman filter (IMMCKF) and the interacting multiple model fifth-degree cubature Kalman filter (IMM5thCKF).

Development of GPS Receiver Kalman Filter Algorithms for Stationary, Low-Dynamics, and High-Dynamics Applications

DTIC Science & Technology

2016-06-01

UNCLASSIFIED Development of GPS Receiver Kalman Filter Algorithms for Stationary, Low-Dynamics, and High-Dynamics Applications Peter W. Sarunic 1 1...determine instantaneous estimates of receiver position and then goes on to develop three Kalman filter based estimators, which use stationary receiver...used in actual GPS receivers, and cover a wide range of applications. While the standard form of the Kalman filter , of which the three filters just

Identifying Optimal Measurement Subspace for the Ensemble Kalman Filter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou, Ning; Huang, Zhenyu; Welch, Greg

2012-05-24

To reduce the computational load of the ensemble Kalman filter while maintaining its efficacy, an optimization algorithm based on the generalized eigenvalue decomposition method is proposed for identifying the most informative measurement subspace. When the number of measurements is large, the proposed algorithm can be used to make an effective tradeoff between computational complexity and estimation accuracy. This algorithm also can be extended to other Kalman filters for measurement subspace selection.

A numerical comparison of discrete Kalman filtering algorithms: An orbit determination case study

NASA Technical Reports Server (NTRS)

Thornton, C. L.; Bierman, G. J.

1976-01-01

The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.

Adaptable Iterative and Recursive Kalman Filter Schemes

NASA Technical Reports Server (NTRS)

Zanetti, Renato

2014-01-01

Nonlinear filters are often very computationally expensive and usually not suitable for real-time applications. Real-time navigation algorithms are typically based on linear estimators, such as the extended Kalman filter (EKF) and, to a much lesser extent, the unscented Kalman filter. The Iterated Kalman filter (IKF) and the Recursive Update Filter (RUF) are two algorithms that reduce the consequences of the linearization assumption of the EKF by performing N updates for each new measurement, where N is the number of recursions, a tuning parameter. This paper introduces an adaptable RUF algorithm to calculate N on the go, a similar technique can be used for the IKF as well.

MR fingerprinting reconstruction with Kalman filter.

PubMed

Zhang, Xiaodi; Zhou, Zechen; Chen, Shiyang; Chen, Shuo; Li, Rui; Hu, Xiaoping

2017-09-01

Magnetic resonance fingerprinting (MR fingerprinting or MRF) is a newly introduced quantitative magnetic resonance imaging technique, which enables simultaneous multi-parameter mapping in a single acquisition with improved time efficiency. The current MRF reconstruction method is based on dictionary matching, which may be limited by the discrete and finite nature of the dictionary and the computational cost associated with dictionary construction, storage and matching. In this paper, we describe a reconstruction method based on Kalman filter for MRF, which avoids the use of dictionary to obtain continuous MR parameter measurements. With this Kalman filter framework, the Bloch equation of inversion-recovery balanced steady state free-precession (IR-bSSFP) MRF sequence was derived to predict signal evolution, and acquired signal was entered to update the prediction. The algorithm can gradually estimate the accurate MR parameters during the recursive calculation. Single pixel and numeric brain phantom simulation were implemented with Kalman filter and the results were compared with those from dictionary matching reconstruction algorithm to demonstrate the feasibility and assess the performance of Kalman filter algorithm. The results demonstrated that Kalman filter algorithm is applicable for MRF reconstruction, eliminating the need for a pre-define dictionary and obtaining continuous MR parameter in contrast to the dictionary matching algorithm. Copyright © 2017 Elsevier Inc. All rights reserved.

Recursive Implementations of the Consider Filter

NASA Technical Reports Server (NTRS)

Zanetti, Renato; DSouza, Chris

2012-01-01

One method to account for parameters errors in the Kalman filter is to consider their effect in the so-called Schmidt-Kalman filter. This work addresses issues that arise when implementing a consider Kalman filter as a real-time, recursive algorithm. A favorite implementation of the Kalman filter as an onboard navigation subsystem is the UDU formulation. A new way to implement a UDU consider filter is proposed. The non-optimality of the recursive consider filter is also analyzed, and a modified algorithm is proposed to overcome this limitation.

Kalman Filters for Time Delay of Arrival-Based Source Localization

NASA Astrophysics Data System (ADS)

Klee, Ulrich; Gehrig, Tobias; McDonough, John

2006-12-01

In this work, we propose an algorithm for acoustic source localization based on time delay of arrival (TDOA) estimation. In earlier work by other authors, an initial closed-form approximation was first used to estimate the true position of the speaker followed by a Kalman filtering stage to smooth the time series of estimates. In the proposed algorithm, this closed-form approximation is eliminated by employing a Kalman filter to directly update the speaker's position estimate based on the observed TDOAs. In particular, the TDOAs comprise the observation associated with an extended Kalman filter whose state corresponds to the speaker's position. We tested our algorithm on a data set consisting of seminars held by actual speakers. Our experiments revealed that the proposed algorithm provides source localization accuracy superior to the standard spherical and linear intersection techniques. Moreover, the proposed algorithm, although relying on an iterative optimization scheme, proved efficient enough for real-time operation.

Tyre-road grip coefficient assessment - Part II: online estimation using instrumented vehicle, extended Kalman filter, and neural network

NASA Astrophysics Data System (ADS)

Luque, Pablo; Mántaras, Daniel A.; Fidalgo, Eloy; Álvarez, Javier; Riva, Paolo; Girón, Pablo; Compadre, Diego; Ferran, Jordi

2013-12-01

The main objective of this work is to determine the limit of safe driving conditions by identifying the maximal friction coefficient in a real vehicle. The study will focus on finding a method to determine this limit before reaching the skid, which is valuable information in the context of traffic safety. Since it is not possible to measure the friction coefficient directly, it will be estimated using the appropriate tools in order to get the most accurate information. A real vehicle is instrumented to collect information of general kinematics and steering tie-rod forces. A real-time algorithm is developed to estimate forces and aligning torque in the tyres using an extended Kalman filter and neural networks techniques. The methodology is based on determining the aligning torque; this variable allows evaluation of the behaviour of the tyre. It transmits interesting information from the tyre-road contact and can be used to predict the maximal tyre grip and safety margin. The maximal grip coefficient is estimated according to a knowledge base, extracted from computer simulation of a high detailed three-dimensional model, using Adams® software. The proposed methodology is validated and applied to real driving conditions, in which maximal grip and safety margin are properly estimated.

Generic Kalman Filter Software

NASA Technical Reports Server (NTRS)

Lisano, Michael E., II; Crues, Edwin Z.

2005-01-01

The Generic Kalman Filter (GKF) software provides a standard basis for the development of application-specific Kalman-filter programs. Historically, Kalman filters have been implemented by customized programs that must be written, coded, and debugged anew for each unique application, then tested and tuned with simulated or actual measurement data. Total development times for typical Kalman-filter application programs have ranged from months to weeks. The GKF software can simplify the development process and reduce the development time by eliminating the need to re-create the fundamental implementation of the Kalman filter for each new application. The GKF software is written in the ANSI C programming language. It contains a generic Kalman-filter-development directory that, in turn, contains a code for a generic Kalman filter function; more specifically, it contains a generically designed and generically coded implementation of linear, linearized, and extended Kalman filtering algorithms, including algorithms for state- and covariance-update and -propagation functions. The mathematical theory that underlies the algorithms is well known and has been reported extensively in the open technical literature. Also contained in the directory are a header file that defines generic Kalman-filter data structures and prototype functions and template versions of application-specific subfunction and calling navigation/estimation routine code and headers. Once the user has provided a calling routine and the required application-specific subfunctions, the application-specific Kalman-filter software can be compiled and executed immediately. During execution, the generic Kalman-filter function is called from a higher-level navigation or estimation routine that preprocesses measurement data and post-processes output data. The generic Kalman-filter function uses the aforementioned data structures and five implementation- specific subfunctions, which have been developed by the user on the basis of the aforementioned templates. The GKF software can be used to develop many different types of unfactorized Kalman filters. A developer can choose to implement either a linearized or an extended Kalman filter algorithm, without having to modify the GKF software. Control dynamics can be taken into account or neglected in the filter-dynamics model. Filter programs developed by use of the GKF software can be made to propagate equations of motion for linear or nonlinear dynamical systems that are deterministic or stochastic. In addition, filter programs can be made to operate in user-selectable "covariance analysis" and "propagation-only" modes that are useful in design and development stages.

Evaluation of an image-based tracking workflow with Kalman filtering for automatic image plane alignment in interventional MRI.

PubMed

Neumann, M; Cuvillon, L; Breton, E; de Matheli, M

2013-01-01

Recently, a workflow for magnetic resonance (MR) image plane alignment based on tracking in real-time MR images was introduced. The workflow is based on a tracking device composed of 2 resonant micro-coils and a passive marker, and allows for tracking of the passive marker in clinical real-time images and automatic (re-)initialization using the microcoils. As the Kalman filter has proven its benefit as an estimator and predictor, it is well suited for use in tracking applications. In this paper, a Kalman filter is integrated in the previously developed workflow in order to predict position and orientation of the tracking device. Measurement noise covariances of the Kalman filter are dynamically changed in order to take into account that, according to the image plane orientation, only a subset of the 3D pose components is available. The improved tracking performance of the Kalman extended workflow could be quantified in simulation results. Also, a first experiment in the MRI scanner was performed but without quantitative results yet.

Estimation Filter for Alignment of the Spitzer Space Telescope

NASA Technical Reports Server (NTRS)

Bayard, David

2007-01-01

A document presents a summary of an onboard estimation algorithm now being used to calibrate the alignment of the Spitzer Space Telescope (formerly known as the Space Infrared Telescope Facility). The algorithm, denoted the S2P calibration filter, recursively generates estimates of the alignment angles between a telescope reference frame and a star-tracker reference frame. At several discrete times during the day, the filter accepts, as input, attitude estimates from the star tracker and observations taken by the Pointing Control Reference Sensor (a sensor in the field of view of the telescope). The output of the filter is a calibrated quaternion that represents the best current mean-square estimate of the alignment angles between the telescope and the star tracker. The S2P calibration filter incorporates a Kalman filter that tracks six states - two for each of three orthogonal coordinate axes. Although, in principle, one state per axis is sufficient, the use of two states per axis makes it possible to model both short- and long-term behaviors. Specifically, the filter properly models transient learning, characteristic times and bounds of thermomechanical drift, and long-term steady-state statistics, whether calibration measurements are taken frequently or infrequently. These properties ensure that the S2P filter performance is optimal over a broad range of flight conditions, and can be confidently run autonomously over several years of in-flight operation without human intervention.

Identification of observer/Kalman filter Markov parameters: Theory and experiments

NASA Technical Reports Server (NTRS)

Juang, Jer-Nan; Phan, Minh; Horta, Lucas G.; Longman, Richard W.

1991-01-01

An algorithm to compute Markov parameters of an observer or Kalman filter from experimental input and output data is discussed. The Markov parameters can then be used for identification of a state space representation, with associated Kalman gain or observer gain, for the purpose of controller design. The algorithm is a non-recursive matrix version of two recursive algorithms developed in previous works for different purposes. The relationship between these other algorithms is developed. The new matrix formulation here gives insight into the existence and uniqueness of solutions of certain equations and gives bounds on the proper choice of observer order. It is shown that if one uses data containing noise, and seeks the fastest possible deterministic observer, the deadbeat observer, one instead obtains the Kalman filter, which is the fastest possible observer in the stochastic environment. Results are demonstrated in numerical studies and in experiments on an ten-bay truss structure.

Accuracy of the Estimated Core Temperature (ECTemp) Algorithm in Estimating Circadian Rhythm Indicators

DTIC Science & Technology

2017-04-12

measurement of CT outside of stringent laboratory environments. This study evaluated ECTempTM, a heart rate-based extended Kalman Filter CT...based CT-estimation algorithms [7, 13, 14]. One notable example is ECTempTM, which utilizes an extended Kalman Filter to estimate CT from...3. The extended Kalman filter mapping function variance coefficient (Ct) was computed using the following equation: = −9.1428 ×

A Stabilized Sparse-Matrix U-D Square-Root Implementation of a Large-State Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Boggs, D.; Ghil, M.; Keppenne, C.

1995-01-01

The full nonlinear Kalman filter sequential algorithm is, in theory, well-suited to the four-dimensional data assimilation problem in large-scale atmospheric and oceanic problems. However, it was later discovered that this algorithm can be very sensitive to computer roundoff, and that results may cease to be meaningful as time advances. Implementations of a modified Kalman filter are given.

Detecting an atomic clock frequency anomaly using an adaptive Kalman filter algorithm

NASA Astrophysics Data System (ADS)

Song, Huijie; Dong, Shaowu; Wu, Wenjun; Jiang, Meng; Wang, Weixiong

2018-06-01

The abnormal frequencies of an atomic clock mainly include frequency jump and frequency drift jump. Atomic clock frequency anomaly detection is a key technique in time-keeping. The Kalman filter algorithm, as a linear optimal algorithm, has been widely used in real-time detection for abnormal frequency. In order to obtain an optimal state estimation, the observation model and dynamic model of the Kalman filter algorithm should satisfy Gaussian white noise conditions. The detection performance is degraded if anomalies affect the observation model or dynamic model. The idea of the adaptive Kalman filter algorithm, applied to clock frequency anomaly detection, uses the residuals given by the prediction for building ‘an adaptive factor’ the prediction state covariance matrix is real-time corrected by the adaptive factor. The results show that the model error is reduced and the detection performance is improved. The effectiveness of the algorithm is verified by the frequency jump simulation, the frequency drift jump simulation and the measured data of the atomic clock by using the chi-square test.

A Study Into the Effects of Kalman Filtered Noise in Advanced Guidance Laws of Missile Navigation

DTIC Science & Technology

2014-03-01

Kalman filtering algorithm is a highly effective linear state estimator . Known as the workhorse of estimation , the discrete time Kalman filter uses ...15]. At any discrete time 1k  the state estimate can be determined by (3.7). A Kalman filter estimates the state using the process described in...acceleration is calculated using Kalman filter outputs. It is not available to the Kalman filter for

UDU/T/ covariance factorization for Kalman filtering

NASA Technical Reports Server (NTRS)

Thornton, C. L.; Bierman, G. J.

1980-01-01

There has been strong motivation to produce numerically stable formulations of the Kalman filter algorithms because it has long been known that the original discrete-time Kalman formulas are numerically unreliable. Numerical instability can be avoided by propagating certain factors of the estimate error covariance matrix rather than the covariance matrix itself. This paper documents filter algorithms that correspond to the covariance factorization P = UDU(T), where U is a unit upper triangular matrix and D is diagonal. Emphasis is on computational efficiency and numerical stability, since these properties are of key importance in real-time filter applications. The history of square-root and U-D covariance filters is reviewed. Simple examples are given to illustrate the numerical inadequacy of the Kalman covariance filter algorithms; these examples show how factorization techniques can give improved computational reliability.

Optical Flow Analysis and Kalman Filter Tracking in Video Surveillance Algorithms

DTIC Science & Technology

2007-06-01

Grover Brown and Patrick Y.C. Hwang , Introduction to Random Signals and Applied Kalman Filtering, Third edition, John Wiley & Sons, New York, 1997...noise. Brown and Hwang [6] achieve this improvement by linearly blending the prior estimate, 1kx ∧ − , with the noisy measurement, kz , in the equation...AND KALMAN FILTER TRACKING IN VIDEO SURVEILLANCE ALGORITHMS by David A. Semko June 2007 Thesis Advisor: Monique P. Fargues Second

Strong Tracking Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking.

PubMed

Liu, Hua; Wu, Wen

2017-03-31

Conventional spherical simplex-radial cubature Kalman filter (SSRCKF) for maneuvering target tracking may decline in accuracy and even diverge when a target makes abrupt state changes. To overcome this problem, a novel algorithm named strong tracking spherical simplex-radial cubature Kalman filter (STSSRCKF) is proposed in this paper. The proposed algorithm uses the spherical simplex-radial (SSR) rule to obtain a higher accuracy than cubature Kalman filter (CKF) algorithm. Meanwhile, by introducing strong tracking filter (STF) into SSRCKF and modifying the predicted states' error covariance with a time-varying fading factor, the gain matrix is adjusted on line so that the robustness of the filter and the capability of dealing with uncertainty factors is improved. In this way, the proposed algorithm has the advantages of both STF's strong robustness and SSRCKF's high accuracy. Finally, a maneuvering target tracking problem with abrupt state changes is used to test the performance of the proposed filter. Simulation results show that the STSSRCKF algorithm can get better estimation accuracy and greater robustness for maneuvering target tracking.

Strong Tracking Spherical Simplex-Radial Cubature Kalman Filter for Maneuvering Target Tracking

PubMed Central

Liu, Hua; Wu, Wen

2017-01-01

Conventional spherical simplex-radial cubature Kalman filter (SSRCKF) for maneuvering target tracking may decline in accuracy and even diverge when a target makes abrupt state changes. To overcome this problem, a novel algorithm named strong tracking spherical simplex-radial cubature Kalman filter (STSSRCKF) is proposed in this paper. The proposed algorithm uses the spherical simplex-radial (SSR) rule to obtain a higher accuracy than cubature Kalman filter (CKF) algorithm. Meanwhile, by introducing strong tracking filter (STF) into SSRCKF and modifying the predicted states’ error covariance with a time-varying fading factor, the gain matrix is adjusted on line so that the robustness of the filter and the capability of dealing with uncertainty factors is improved. In this way, the proposed algorithm has the advantages of both STF’s strong robustness and SSRCKF’s high accuracy. Finally, a maneuvering target tracking problem with abrupt state changes is used to test the performance of the proposed filter. Simulation results show that the STSSRCKF algorithm can get better estimation accuracy and greater robustness for maneuvering target tracking. PMID:28362347

Automated Handling of Garments for Pressing

DTIC Science & Technology

1991-09-30

Parallel Algorithms for 2D Kalman Filtering ................................. 47 DJ. Potter and M.P. Cline Hash Table and Sorted Array: A Case Study of... Kalman Filtering on the Connection Machine ............................ 55 MA. Palis and D.K. Krecker Parallel Sorting of Large Arrays on the MasPar...ALGORITHM’VS FOR SEAM SENSING. .. .. .. ... ... .... ..... 24 6.1 KarelTW Algorithms .. .. ... ... ... ... .... ... ...... 24 6.1.1 Image Filtering

Low-dimensional recurrent neural network-based Kalman filter for speech enhancement.

PubMed

Xia, Youshen; Wang, Jun

2015-07-01

This paper proposes a new recurrent neural network-based Kalman filter for speech enhancement, based on a noise-constrained least squares estimate. The parameters of speech signal modeled as autoregressive process are first estimated by using the proposed recurrent neural network and the speech signal is then recovered from Kalman filtering. The proposed recurrent neural network is globally asymptomatically stable to the noise-constrained estimate. Because the noise-constrained estimate has a robust performance against non-Gaussian noise, the proposed recurrent neural network-based speech enhancement algorithm can minimize the estimation error of Kalman filter parameters in non-Gaussian noise. Furthermore, having a low-dimensional model feature, the proposed neural network-based speech enhancement algorithm has a much faster speed than two existing recurrent neural networks-based speech enhancement algorithms. Simulation results show that the proposed recurrent neural network-based speech enhancement algorithm can produce a good performance with fast computation and noise reduction. Copyright © 2015 Elsevier Ltd. All rights reserved.

An Innovative Strategy for Accurate Thermal Compensation of Gyro Bias in Inertial Units by Exploiting a Novel Augmented Kalman Filter

PubMed Central

Angrisani, Leopoldo; Simone, Domenico De

2018-01-01

This paper presents an innovative model for integrating thermal compensation of gyro bias error into an augmented state Kalman filter. The developed model is applied in the Zero Velocity Update filter for inertial units manufactured by exploiting Micro Electro-Mechanical System (MEMS) gyros. It is used to remove residual bias at startup. It is a more effective alternative to traditional approach that is realized by cascading bias thermal correction by calibration and traditional Kalman filtering for bias tracking. This function is very useful when adopted gyros are manufactured using MEMS technology. These systems have significant limitations in terms of sensitivity to environmental conditions. They are characterized by a strong correlation of the systematic error with temperature variations. The traditional process is divided into two separated algorithms, i.e., calibration and filtering, and this aspect reduces system accuracy, reliability, and maintainability. This paper proposes an innovative Zero Velocity Update filter that just requires raw uncalibrated gyro data as input. It unifies in a single algorithm the two steps from the traditional approach. Therefore, it saves time and economic resources, simplifying the management of thermal correction process. In the paper, traditional and innovative Zero Velocity Update filters are described in detail, as well as the experimental data set used to test both methods. The performance of the two filters is compared both in nominal conditions and in the typical case of a residual initial alignment bias. In this last condition, the innovative solution shows significant improvements with respect to the traditional approach. This is the typical case of an aircraft or a car in parking conditions under solar input. PMID:29735956

An Innovative Strategy for Accurate Thermal Compensation of Gyro Bias in Inertial Units by Exploiting a Novel Augmented Kalman Filter.

PubMed

Fontanella, Rita; Accardo, Domenico; Moriello, Rosario Schiano Lo; Angrisani, Leopoldo; Simone, Domenico De

2018-05-07

This paper presents an innovative model for integrating thermal compensation of gyro bias error into an augmented state Kalman filter. The developed model is applied in the Zero Velocity Update filter for inertial units manufactured by exploiting Micro Electro-Mechanical System (MEMS) gyros. It is used to remove residual bias at startup. It is a more effective alternative to traditional approach that is realized by cascading bias thermal correction by calibration and traditional Kalman filtering for bias tracking. This function is very useful when adopted gyros are manufactured using MEMS technology. These systems have significant limitations in terms of sensitivity to environmental conditions. They are characterized by a strong correlation of the systematic error with temperature variations. The traditional process is divided into two separated algorithms, i.e., calibration and filtering, and this aspect reduces system accuracy, reliability, and maintainability. This paper proposes an innovative Zero Velocity Update filter that just requires raw uncalibrated gyro data as input. It unifies in a single algorithm the two steps from the traditional approach. Therefore, it saves time and economic resources, simplifying the management of thermal correction process. In the paper, traditional and innovative Zero Velocity Update filters are described in detail, as well as the experimental data set used to test both methods. The performance of the two filters is compared both in nominal conditions and in the typical case of a residual initial alignment bias. In this last condition, the innovative solution shows significant improvements with respect to the traditional approach. This is the typical case of an aircraft or a car in parking conditions under solar input.

Comparison of the Extended Kalman Filter and the Unscented Kalman Filter for Magnetocardiography activation time imaging

NASA Astrophysics Data System (ADS)

Ahrens, H.; Argin, F.; Klinkenbusch, L.

2013-07-01

The non-invasive and radiation-free imaging of the electrical activity of the heart with Electrocardiography (ECG) or Magnetocardiography (MCG) can be helpful for physicians for instance in the localization of the origin of cardiac arrhythmia. In this paper we compare two Kalman Filter algorithms for the solution of a nonlinear state-space model and for the subsequent imaging of the activation/depolarization times of the heart muscle: the Extended Kalman Filter (EKF) and the Unscented Kalman Filter (UKF). The algorithms are compared for simulations of a (6×6) magnetometer array, a torso model with piecewise homogeneous conductivities, 946 current dipoles located in a small part of the heart (apex), and several noise levels. It is found that for all tested noise levels the convergence of the activation times is faster for the UKF.

Computationally efficient video restoration for Nyquist sampled imaging sensors combining an affine-motion-based temporal Kalman filter and adaptive Wiener filter.

PubMed

Rucci, Michael; Hardie, Russell C; Barnard, Kenneth J

2014-05-01

In this paper, we present a computationally efficient video restoration algorithm to address both blur and noise for a Nyquist sampled imaging system. The proposed method utilizes a temporal Kalman filter followed by a correlation-model based spatial adaptive Wiener filter (AWF). The Kalman filter employs an affine background motion model and novel process-noise variance estimate. We also propose and demonstrate a new multidelay temporal Kalman filter designed to more robustly treat local motion. The AWF is a spatial operation that performs deconvolution and adapts to the spatially varying residual noise left in the Kalman filter stage. In image areas where the temporal Kalman filter is able to provide significant noise reduction, the AWF can be aggressive in its deconvolution. In other areas, where less noise reduction is achieved with the Kalman filter, the AWF balances the deconvolution with spatial noise reduction. In this way, the Kalman filter and AWF work together effectively, but without the computational burden of full joint spatiotemporal processing. We also propose a novel hybrid system that combines a temporal Kalman filter and BM3D processing. To illustrate the efficacy of the proposed methods, we test the algorithms on both simulated imagery and video collected with a visible camera.

Automated alignment of a reconfigurable optical system using focal-plane sensing and Kalman filtering.

PubMed

Fang, Joyce; Savransky, Dmitry

2016-08-01

Automation of alignment tasks can provide improved efficiency and greatly increase the flexibility of an optical system. Current optical systems with automated alignment capabilities are typically designed to include a dedicated wavefront sensor. Here, we demonstrate a self-aligning method for a reconfigurable system using only focal plane images. We define a two lens optical system with 8 degrees of freedom. Images are simulated given misalignment parameters using ZEMAX software. We perform a principal component analysis on the simulated data set to obtain Karhunen-Loève modes, which form the basis set whose weights are the system measurements. A model function, which maps the state to the measurement, is learned using nonlinear least-squares fitting and serves as the measurement function for the nonlinear estimator (extended and unscented Kalman filters) used to calculate control inputs to align the system. We present and discuss simulated and experimental results of the full system in operation.

Investigation of optical current transformer signal processing method based on an improved Kalman algorithm

NASA Astrophysics Data System (ADS)

Shen, Yan; Ge, Jin-ming; Zhang, Guo-qing; Yu, Wen-bin; Liu, Rui-tong; Fan, Wei; Yang, Ying-xuan

2018-01-01

This paper explores the problem of signal processing in optical current transformers (OCTs). Based on the noise characteristics of OCTs, such as overlapping signals, noise frequency bands, low signal-to-noise ratios, and difficulties in acquiring statistical features of noise power, an improved standard Kalman filtering algorithm was proposed for direct current (DC) signal processing. The state-space model of the OCT DC measurement system is first established, and then mixed noise can be processed by adding mixed noise into measurement and state parameters. According to the minimum mean squared error criterion, state predictions and update equations of the improved Kalman algorithm could be deduced based on the established model. An improved central difference Kalman filter was proposed for alternating current (AC) signal processing, which improved the sampling strategy and noise processing of colored noise. Real-time estimation and correction of noise were achieved by designing AC and DC noise recursive filters. Experimental results show that the improved signal processing algorithms had a good filtering effect on the AC and DC signals with mixed noise of OCT. Furthermore, the proposed algorithm was able to achieve real-time correction of noise during the OCT filtering process.

Q-Method Extended Kalman Filter

NASA Technical Reports Server (NTRS)

Zanetti, Renato; Ainscough, Thomas; Christian, John; Spanos, Pol D.

2012-01-01

A new algorithm is proposed that smoothly integrates non-linear estimation of the attitude quaternion using Davenport s q-method and estimation of non-attitude states through an extended Kalman filter. The new method is compared to a similar existing algorithm showing its similarities and differences. The validity of the proposed approach is confirmed through numerical simulations.

Interface of the general fitting tool GENFIT2 in PandaRoot

NASA Astrophysics Data System (ADS)

Prencipe, Elisabetta; Spataro, Stefano; Stockmanns, Tobias; PANDA Collaboration

2017-10-01

\\bar{{{P}}}ANDA is a planned experiment at FAIR (Darmstadt) with a cooled antiproton beam in a range [1.5; 15] GeV/c, allowing a wide physics program in nuclear and particle physics. It is the only experiment worldwide, which combines a solenoid field (B=2T) and a dipole field (B=2Tm) in a spectrometer with a fixed target topology, in that energy regime. The tracking system of \\bar{{{P}}}ANDA involves the presence of a high performance silicon vertex detector, a GEM detector, a straw-tubes central tracker, a forward tracking system, and a luminosity monitor. The offline tracking algorithm is developed within the PandaRoot framework, which is a part of the FairRoot project. The tool here presented is based on algorithms containing the Kalman Filter equations and a deterministic annealing filter. This general fitting tool (GENFIT2) offers to users also a Runge-Kutta track representation, and interfaces with Millepede II (useful for alignment) and RAVE (vertex finder). It is independent on the detector geometry and the magnetic field map, and written in C++ object-oriented modular code. Several fitting algorithms are available with GENFIT2, with user-adjustable parameters; therefore the tool is of friendly usage. A check on the fit convergence is done by GENFIT2 as well. The Kalman-Filter-based algorithms have a wide range of applications; among those in particle physics they can perform extrapolations of track parameters and covariance matrices. The adoptions of the PandaRoot framework to connect to Genfit2 are described, and the impact of GENFIT2 on the physics simulations of \\bar{{{P}}}ANDA are shown: significant improvement is reported for those channels where a good low momentum tracking is required (pT < 400 MeV/c).

Contingency designs for attitude determination of TRMM

NASA Technical Reports Server (NTRS)

Crassidis, John L.; Andrews, Stephen F.; Markley, F. Landis; Ha, Kong

1995-01-01

In this paper, several attitude estimation designs are developed for the Tropical Rainfall Measurement Mission (TRMM) spacecraft. A contingency attitude determination mode is required in the event of a primary sensor failure. The final design utilizes a full sixth-order Kalman filter. However, due to initial software concerns, the need to investigate simpler designs was required. The algorithms presented in this paper can be utilized in place of a full Kalman filter, and require less computational burden. These algorithms are based on filtered deterministic approaches and simplified Kalman filter approaches. Comparative performances of all designs are shown by simulating the TRMM spacecraft in mission mode. Comparisons of the simulation results indicate that comparable accuracy with respect to a full Kalman filter design is possible.

Penalized Multi-Way Partial Least Squares for Smooth Trajectory Decoding from Electrocorticographic (ECoG) Recording

PubMed Central

Eliseyev, Andrey; Aksenova, Tetiana

2016-01-01

In the current paper the decoding algorithms for motor-related BCI systems for continuous upper limb trajectory prediction are considered. Two methods for the smooth prediction, namely Sobolev and Polynomial Penalized Multi-Way Partial Least Squares (PLS) regressions, are proposed. The methods are compared to the Multi-Way Partial Least Squares and Kalman Filter approaches. The comparison demonstrated that the proposed methods combined the prediction accuracy of the algorithms of the PLS family and trajectory smoothness of the Kalman Filter. In addition, the prediction delay is significantly lower for the proposed algorithms than for the Kalman Filter approach. The proposed methods could be applied in a wide range of applications beyond neuroscience. PMID:27196417

Telescope Multi-Field Wavefront Control with a Kalman Filter

NASA Technical Reports Server (NTRS)

Lou, John Z.; Redding, David; Sigrist, Norbert; Basinger, Scott

2008-01-01

An effective multi-field wavefront control (WFC) approach is demonstrated for an actuated, segmented space telescope using wavefront measurements at the exit pupil, and the optical and computational implications of this approach are discussed. The integration of a Kalman Filter as an optical state estimator into the wavefront control process to further improve the robustness of the optical alignment of the telescope will also be discussed. Through a comparison of WFC performances between on-orbit and ground-test optical system configurations, the connection (and a possible disconnection) between WFC and optical system alignment under these circumstances are analyzed. Our MACOS-based computer simulation results will be presented and discussed.

An Improved Strong Tracking Cubature Kalman Filter for GPS/INS Integrated Navigation Systems.

PubMed

Feng, Kaiqiang; Li, Jie; Zhang, Xi; Zhang, Xiaoming; Shen, Chong; Cao, Huiliang; Yang, Yanyu; Liu, Jun

2018-06-12

The cubature Kalman filter (CKF) is widely used in the application of GPS/INS integrated navigation systems. However, its performance may decline in accuracy and even diverge in the presence of process uncertainties. To solve the problem, a new algorithm named improved strong tracking seventh-degree spherical simplex-radial cubature Kalman filter (IST-7thSSRCKF) is proposed in this paper. In the proposed algorithm, the effect of process uncertainty is mitigated by using the improved strong tracking Kalman filter technique, in which the hypothesis testing method is adopted to identify the process uncertainty and the prior state estimate covariance in the CKF is further modified online according to the change in vehicle dynamics. In addition, a new seventh-degree spherical simplex-radial rule is employed to further improve the estimation accuracy of the strong tracking cubature Kalman filter. In this way, the proposed comprehensive algorithm integrates the advantage of 7thSSRCKF’s high accuracy and strong tracking filter’s strong robustness against process uncertainties. The GPS/INS integrated navigation problem with significant dynamic model errors is utilized to validate the performance of proposed IST-7thSSRCKF. Results demonstrate that the improved strong tracking cubature Kalman filter can achieve higher accuracy than the existing CKF and ST-CKF, and is more robust for the GPS/INS integrated navigation system.

Stable Kalman filters for processing clock measurement data

NASA Technical Reports Server (NTRS)

Clements, P. A.; Gibbs, B. P.; Vandergraft, J. S.

1989-01-01

Kalman filters have been used for some time to process clock measurement data. Due to instabilities in the standard Kalman filter algorithms, the results have been unreliable and difficult to obtain. During the past several years, stable forms of the Kalman filter have been developed, implemented, and used in many diverse applications. These algorithms, while algebraically equivalent to the standard Kalman filter, exhibit excellent numerical properties. Two of these stable algorithms, the Upper triangular-Diagonal (UD) filter and the Square Root Information Filter (SRIF), have been implemented to replace the standard Kalman filter used to process data from the Deep Space Network (DSN) hydrogen maser clocks. The data are time offsets between the clocks in the DSN, the timescale at the National Institute of Standards and Technology (NIST), and two geographically intermediate clocks. The measurements are made by using the GPS navigation satellites in mutual view between clocks. The filter programs allow the user to easily modify the clock models, the GPS satellite dependent biases, and the random noise levels in order to compare different modeling assumptions. The results of this study show the usefulness of such software for processing clock data. The UD filter is indeed a stable, efficient, and flexible method for obtaining optimal estimates of clock offsets, offset rates, and drift rates. A brief overview of the UD filter is also given.

A cascaded two-step Kalman filter for estimation of human body segment orientation using MEMS-IMU.

PubMed

Zihajehzadeh, S; Loh, D; Lee, M; Hoskinson, R; Park, E J

2014-01-01

Orientation of human body segments is an important quantity in many biomechanical analyses. To get robust and drift-free 3-D orientation, raw data from miniature body worn MEMS-based inertial measurement units (IMU) should be blended in a Kalman filter. Aiming at less computational cost, this work presents a novel cascaded two-step Kalman filter orientation estimation algorithm. Tilt angles are estimated in the first step of the proposed cascaded Kalman filter. The estimated tilt angles are passed to the second step of the filter for yaw angle calculation. The orientation results are benchmarked against the ones from a highly accurate tactical grade IMU. Experimental results reveal that the proposed algorithm provides robust orientation estimation in both kinematically and magnetically disturbed conditions.

New quests for better attitudes

NASA Technical Reports Server (NTRS)

Shuster, Malcolm D.

1991-01-01

During the past few years considerable insight was gained into the QUEST algorithm both as a maximum likelihood estimator and as a Kalman filter/smoother for systems devoid of dynamical noise. The new algorithms and software are described and analytical comparisons are made with the more conventional attitude Kalman filter. It is also described how they may be accommodated to noisy dynamical systems.

Novel Kalman filter algorithm for statistical monitoring of extensive landscapes with synoptic sensor data

Treesearch

Raymond L. Czaplewski

2015-01-01

Wall-to-wall remotely sensed data are increasingly available to monitor landscape dynamics over large geographic areas. However, statistical monitoring programs that use post-stratification cannot fully utilize those sensor data. The Kalman filter (KF) is an alternative statistical estimator. I develop a new KF algorithm that is numerically robust with large numbers of...

State-Space Modeling of Dynamic Psychological Processes via the Kalman Smoother Algorithm: Rationale, Finite Sample Properties, and Applications

ERIC Educational Resources Information Center

Song, Hairong; Ferrer, Emilio

2009-01-01

This article presents a state-space modeling (SSM) technique for fitting process factor analysis models directly to raw data. The Kalman smoother via the expectation-maximization algorithm to obtain maximum likelihood parameter estimates is used. To examine the finite sample properties of the estimates in SSM when common factors are involved, a…

Deconvolution of noisy transient signals: a Kalman filtering application

DOE Office of Scientific and Technical Information (OSTI.GOV)

Candy, J.V.; Zicker, J.E.

The deconvolution of transient signals from noisy measurements is a common problem occuring in various tests at Lawrence Livermore National Laboratory. The transient deconvolution problem places atypical constraints on algorithms presently available. The Schmidt-Kalman filter, a time-varying, tunable predictor, is designed using a piecewise constant model of the transient input signal. A simulation is developed to test the algorithm for various input signal bandwidths and different signal-to-noise ratios for the input and output sequences. The algorithm performance is reasonable.

A unified model for transfer alignment at random misalignment angles based on second-order EKF

NASA Astrophysics Data System (ADS)

Cui, Xiao; Mei, Chunbo; Qin, Yongyuan; Yan, Gongmin; Liu, Zhenbo

2017-04-01

In the transfer alignment process of inertial navigation systems (INSs), the conventional linear error model based on the small misalignment angle assumption cannot be applied to large misalignment situations. Furthermore, the nonlinear model based on the large misalignment angle suffers from redundant computation with nonlinear filters. This paper presents a unified model for transfer alignment suitable for arbitrary misalignment angles. The alignment problem is transformed into an estimation of the relative attitude between the master INS (MINS) and the slave INS (SINS), by decomposing the attitude matrix of the latter. Based on the Rodriguez parameters, a unified alignment model in the inertial frame with the linear state-space equation and a second order nonlinear measurement equation are established, without making any assumptions about the misalignment angles. Furthermore, we employ the Taylor series expansions on the second-order nonlinear measurement equation to implement the second-order extended Kalman filter (EKF2). Monte-Carlo simulations demonstrate that the initial alignment can be fulfilled within 10 s, with higher accuracy and much smaller computational cost compared with the traditional unscented Kalman filter (UKF) at large misalignment angles.

Kalman filters for assimilating near-surface observations into the Richards equation - Part 1: Retrieving state profiles with linear and nonlinear numerical schemes

NASA Astrophysics Data System (ADS)

Chirico, G. B.; Medina, H.; Romano, N.

2014-07-01

This paper examines the potential of different algorithms, based on the Kalman filtering approach, for assimilating near-surface observations into a one-dimensional Richards equation governing soil water flow in soil. Our specific objectives are: (i) to compare the efficiency of different Kalman filter algorithms in retrieving matric pressure head profiles when they are implemented with different numerical schemes of the Richards equation; (ii) to evaluate the performance of these algorithms when nonlinearities arise from the nonlinearity of the observation equation, i.e. when surface soil water content observations are assimilated to retrieve matric pressure head values. The study is based on a synthetic simulation of an evaporation process from a homogeneous soil column. Our first objective is achieved by implementing a Standard Kalman Filter (SKF) algorithm with both an explicit finite difference scheme (EX) and a Crank-Nicolson (CN) linear finite difference scheme of the Richards equation. The Unscented (UKF) and Ensemble Kalman Filters (EnKF) are applied to handle the nonlinearity of a backward Euler finite difference scheme. To accomplish the second objective, an analogous framework is applied, with the exception of replacing SKF with the Extended Kalman Filter (EKF) in combination with a CN numerical scheme, so as to handle the nonlinearity of the observation equation. While the EX scheme is computationally too inefficient to be implemented in an operational assimilation scheme, the retrieval algorithm implemented with a CN scheme is found to be computationally more feasible and accurate than those implemented with the backward Euler scheme, at least for the examined one-dimensional problem. The UKF appears to be as feasible as the EnKF when one has to handle nonlinear numerical schemes or additional nonlinearities arising from the observation equation, at least for systems of small dimensionality as the one examined in this study.

Kalman/Map filtering-aided fast normalized cross correlation-based Wi-Fi fingerprinting location sensing.

PubMed

Sun, Yongliang; Xu, Yubin; Li, Cheng; Ma, Lin

2013-11-13

A Kalman/map filtering (KMF)-aided fast normalized cross correlation (FNCC)-based Wi-Fi fingerprinting location sensing system is proposed in this paper. Compared with conventional neighbor selection algorithms that calculate localization results with received signal strength (RSS) mean samples, the proposed FNCC algorithm makes use of all the on-line RSS samples and reference point RSS variations to achieve higher fingerprinting accuracy. The FNCC computes efficiently while maintaining the same accuracy as the basic normalized cross correlation. Additionally, a KMF is also proposed to process fingerprinting localization results. It employs a new map matching algorithm to nonlinearize the linear location prediction process of Kalman filtering (KF) that takes advantage of spatial proximities of consecutive localization results. With a calibration model integrated into an indoor map, the map matching algorithm corrects unreasonable prediction locations of the KF according to the building interior structure. Thus, more accurate prediction locations are obtained. Using these locations, the KMF considerably improves fingerprinting algorithm performance. Experimental results demonstrate that the FNCC algorithm with reduced computational complexity outperforms other neighbor selection algorithms and the KMF effectively improves location sensing accuracy by using indoor map information and spatial proximities of consecutive localization results.

Kalman/Map Filtering-Aided Fast Normalized Cross Correlation-Based Wi-Fi Fingerprinting Location Sensing

PubMed Central

Sun, Yongliang; Xu, Yubin; Li, Cheng; Ma, Lin

2013-01-01

A Kalman/map filtering (KMF)-aided fast normalized cross correlation (FNCC)-based Wi-Fi fingerprinting location sensing system is proposed in this paper. Compared with conventional neighbor selection algorithms that calculate localization results with received signal strength (RSS) mean samples, the proposed FNCC algorithm makes use of all the on-line RSS samples and reference point RSS variations to achieve higher fingerprinting accuracy. The FNCC computes efficiently while maintaining the same accuracy as the basic normalized cross correlation. Additionally, a KMF is also proposed to process fingerprinting localization results. It employs a new map matching algorithm to nonlinearize the linear location prediction process of Kalman filtering (KF) that takes advantage of spatial proximities of consecutive localization results. With a calibration model integrated into an indoor map, the map matching algorithm corrects unreasonable prediction locations of the KF according to the building interior structure. Thus, more accurate prediction locations are obtained. Using these locations, the KMF considerably improves fingerprinting algorithm performance. Experimental results demonstrate that the FNCC algorithm with reduced computational complexity outperforms other neighbor selection algorithms and the KMF effectively improves location sensing accuracy by using indoor map information and spatial proximities of consecutive localization results. PMID:24233027

Mass Conservation and Positivity Preservation with Ensemble-type Kalman Filter Algorithms

NASA Technical Reports Server (NTRS)

Janjic, Tijana; McLaughlin, Dennis B.; Cohn, Stephen E.; Verlaan, Martin

2013-01-01

Maintaining conservative physical laws numerically has long been recognized as being important in the development of numerical weather prediction (NWP) models. In the broader context of data assimilation, concerted efforts to maintain conservation laws numerically and to understand the significance of doing so have begun only recently. In order to enforce physically based conservation laws of total mass and positivity in the ensemble Kalman filter, we incorporate constraints to ensure that the filter ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. We show that the analysis steps of ensemble transform Kalman filter (ETKF) algorithm and ensemble Kalman filter algorithm (EnKF) can conserve the mass integral, but do not preserve positivity. Further, if localization is applied or if negative values are simply set to zero, then the total mass is not conserved either. In order to ensure mass conservation, a projection matrix that corrects for localization effects is constructed. In order to maintain both mass conservation and positivity preservation through the analysis step, we construct a data assimilation algorithms based on quadratic programming and ensemble Kalman filtering. Mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate constraints. Some simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. The results show clear improvements in both analyses and forecasts, particularly in the presence of localized features. Behavior of the algorithm is also tested in presence of model error.

A New Quaternion-Based Kalman Filter for Real-Time Attitude Estimation Using the Two-Step Geometrically-Intuitive Correction Algorithm.

PubMed

Feng, Kaiqiang; Li, Jie; Zhang, Xiaoming; Shen, Chong; Bi, Yu; Zheng, Tao; Liu, Jun

2017-09-19

In order to reduce the computational complexity, and improve the pitch/roll estimation accuracy of the low-cost attitude heading reference system (AHRS) under conditions of magnetic-distortion, a novel linear Kalman filter, suitable for nonlinear attitude estimation, is proposed in this paper. The new algorithm is the combination of two-step geometrically-intuitive correction (TGIC) and the Kalman filter. In the proposed algorithm, the sequential two-step geometrically-intuitive correction scheme is used to make the current estimation of pitch/roll immune to magnetic distortion. Meanwhile, the TGIC produces a computed quaternion input for the Kalman filter, which avoids the linearization error of measurement equations and reduces the computational complexity. Several experiments have been carried out to validate the performance of the filter design. The results demonstrate that the mean time consumption and the root mean square error (RMSE) of pitch/roll estimation under magnetic disturbances are reduced by 45.9% and 33.8%, respectively, when compared with a standard filter. In addition, the proposed filter is applicable for attitude estimation under various dynamic conditions.

A New Quaternion-Based Kalman Filter for Real-Time Attitude Estimation Using the Two-Step Geometrically-Intuitive Correction Algorithm

PubMed Central

Feng, Kaiqiang; Li, Jie; Zhang, Xiaoming; Shen, Chong; Bi, Yu; Zheng, Tao; Liu, Jun

2017-01-01

In order to reduce the computational complexity, and improve the pitch/roll estimation accuracy of the low-cost attitude heading reference system (AHRS) under conditions of magnetic-distortion, a novel linear Kalman filter, suitable for nonlinear attitude estimation, is proposed in this paper. The new algorithm is the combination of two-step geometrically-intuitive correction (TGIC) and the Kalman filter. In the proposed algorithm, the sequential two-step geometrically-intuitive correction scheme is used to make the current estimation of pitch/roll immune to magnetic distortion. Meanwhile, the TGIC produces a computed quaternion input for the Kalman filter, which avoids the linearization error of measurement equations and reduces the computational complexity. Several experiments have been carried out to validate the performance of the filter design. The results demonstrate that the mean time consumption and the root mean square error (RMSE) of pitch/roll estimation under magnetic disturbances are reduced by 45.9% and 33.8%, respectively, when compared with a standard filter. In addition, the proposed filter is applicable for attitude estimation under various dynamic conditions. PMID:28925979

Modification and fixed-point analysis of a Kalman filter for orientation estimation based on 9D inertial measurement unit data.

PubMed

Brückner, Hans-Peter; Spindeldreier, Christian; Blume, Holger

2013-01-01

A common approach for high accuracy sensor fusion based on 9D inertial measurement unit data is Kalman filtering. State of the art floating-point filter algorithms differ in their computational complexity nevertheless, real-time operation on a low-power microcontroller at high sampling rates is not possible. This work presents algorithmic modifications to reduce the computational demands of a two-step minimum order Kalman filter. Furthermore, the required bit-width of a fixed-point filter version is explored. For evaluation real-world data captured using an Xsens MTx inertial sensor is used. Changes in computational latency and orientation estimation accuracy due to the proposed algorithmic modifications and fixed-point number representation are evaluated in detail on a variety of processing platforms enabling on-board processing on wearable sensor platforms.

A Novel Attitude Determination Algorithm for Spinning Spacecraft

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Harman, Richard R.

2007-01-01

This paper presents a single frame algorithm for the spin-axis orientation-determination of spinning spacecraft that encounters no ambiguity problems, as well as a simple Kalman filter for continuously estimating the full attitude of a spinning spacecraft. The later algorithm is comprised of two low order decoupled Kalman filters; one estimates the spin axis orientation, and the other estimates the spin rate and the spin (phase) angle. The filters are ambiguity free and do not rely on the spacecraft dynamics. They were successfully tested using data obtained from one of the ST5 satellites.

A Kalman Filtering Perspective for Multiatlas Segmentation*

PubMed Central

Gao, Yi; Zhu, Liangjia; Cates, Joshua; MacLeod, Rob S.; Bouix, Sylvain; Tannenbaum, Allen

2016-01-01

In multiatlas segmentation, one typically registers several atlases to the novel image, and their respective segmented label images are transformed and fused to form the final segmentation. In this work, we provide a new dynamical system perspective for multiatlas segmentation, inspired by the following fact: The transformation that aligns the current atlas to the novel image can be not only computed by direct registration but also inferred from the transformation that aligns the previous atlas to the image together with the transformation between the two atlases. This process is similar to the global positioning system on a vehicle, which gets position by inquiring from the satellite and by employing the previous location and velocity—neither answer in isolation being perfect. To solve this problem, a dynamical system scheme is crucial to combine the two pieces of information; for example, a Kalman filtering scheme is used. Accordingly, in this work, a Kalman multiatlas segmentation is proposed to stabilize the global/affine registration step. The contributions of this work are twofold. First, it provides a new dynamical systematic perspective for standard independent multiatlas registrations, and it is solved by Kalman filtering. Second, with very little extra computation, it can be combined with most existing multiatlas segmentation schemes for better registration/segmentation accuracy. PMID:26807162

Optimization Algorithm for Kalman Filter Exploiting the Numerical Characteristics of SINS/GPS Integrated Navigation Systems.

PubMed

Hu, Shaoxing; Xu, Shike; Wang, Duhu; Zhang, Aiwu

2015-11-11

Aiming at addressing the problem of high computational cost of the traditional Kalman filter in SINS/GPS, a practical optimization algorithm with offline-derivation and parallel processing methods based on the numerical characteristics of the system is presented in this paper. The algorithm exploits the sparseness and/or symmetry of matrices to simplify the computational procedure. Thus plenty of invalid operations can be avoided by offline derivation using a block matrix technique. For enhanced efficiency, a new parallel computational mechanism is established by subdividing and restructuring calculation processes after analyzing the extracted "useful" data. As a result, the algorithm saves about 90% of the CPU processing time and 66% of the memory usage needed in a classical Kalman filter. Meanwhile, the method as a numerical approach needs no precise-loss transformation/approximation of system modules and the accuracy suffers little in comparison with the filter before computational optimization. Furthermore, since no complicated matrix theories are needed, the algorithm can be easily transplanted into other modified filters as a secondary optimization method to achieve further efficiency.

Satellite Angular Rate Estimation From Vector Measurements

NASA Technical Reports Server (NTRS)

Azor, Ruth; Bar-Itzhack, Itzhack Y.; Harman, Richard R.

1996-01-01

This paper presents an algorithm for estimating the angular rate vector of a satellite which is based on the time derivatives of vector measurements expressed in a reference and body coordinate. The computed derivatives are fed into a spacial Kalman filter which yields an estimate of the spacecraft angular velocity. The filter, named Extended Interlaced Kalman Filter (EIKF), is an extension of the Kalman filter which, although being linear, estimates the state of a nonlinear dynamic system. It consists of two or three parallel Kalman filters whose individual estimates are fed to one another and are considered as known inputs by the other parallel filter(s). The nonlinear dynamics stem from the nonlinear differential equation that describes the rotation of a three dimensional body. Initial results, using simulated data, and real Rossi X ray Timing Explorer (RXTE) data indicate that the algorithm is efficient and robust.

Application of Kalman filter in frequency offset estimation for coherent optical quadrature phase-shift keying communication system

NASA Astrophysics Data System (ADS)

Jiang, Wen; Yang, Yanfu; Zhang, Qun; Sun, Yunxu; Zhong, Kangping; Zhou, Xian; Yao, Yong

2016-09-01

The frequency offset estimation (FOE) schemes based on Kalman filter are proposed and investigated in detail via numerical simulation and experiment. The schemes consist of a modulation phase removing stage and Kalman filter estimation stage. In the second stage, the Kalman filters are employed for tracking either differential angles or differential data between two successive symbols. Several implementations of the proposed FOE scheme are compared by employing different modulation removing methods and two Kalman algorithms. The optimal FOE implementation is suggested for different operating conditions including optical signal-to-noise ratio and the number of the available data symbols.

Reduced Kalman Filters for Clock Ensembles

NASA Technical Reports Server (NTRS)

Greenhall, Charles A.

2011-01-01

This paper summarizes the author's work ontimescales based on Kalman filters that act upon the clock comparisons. The natural Kalman timescale algorithm tends to optimize long-term timescale stability at the expense of short-term stability. By subjecting each post-measurement error covariance matrix to a non-transparent reduction operation, one obtains corrected clocks with improved short-term stability and little sacrifice of long-term stability.

Computationally efficient algorithms for real-time attitude estimation

NASA Technical Reports Server (NTRS)

Pringle, Steven R.

1993-01-01

For many practical spacecraft applications, algorithms for determining spacecraft attitude must combine inputs from diverse sensors and provide redundancy in the event of sensor failure. A Kalman filter is suitable for this task, however, it may impose a computational burden which may be avoided by sub optimal methods. A suboptimal estimator is presented which was implemented successfully on the Delta Star spacecraft which performed a 9 month SDI flight experiment in 1989. This design sought to minimize algorithm complexity to accommodate the limitations of an 8K guidance computer. The algorithm used is interpreted in the framework of Kalman filtering and a derivation is given for the computation.

A Comparison of Hybrid Approaches for Turbofan Engine Gas Path Fault Diagnosis

NASA Astrophysics Data System (ADS)

Lu, Feng; Wang, Yafan; Huang, Jinquan; Wang, Qihang

2016-09-01

A hybrid diagnostic method utilizing Extended Kalman Filter (EKF) and Adaptive Genetic Algorithm (AGA) is presented for performance degradation estimation and sensor anomaly detection of turbofan engine. The EKF is used to estimate engine component performance degradation for gas path fault diagnosis. The AGA is introduced in the integrated architecture and applied for sensor bias detection. The contributions of this work are the comparisons of Kalman Filters (KF)-AGA algorithms and Neural Networks (NN)-AGA algorithms with a unified framework for gas path fault diagnosis. The NN needs to be trained off-line with a large number of prior fault mode data. When new fault mode occurs, estimation accuracy by the NN evidently decreases. However, the application of the Linearized Kalman Filter (LKF) and EKF will not be restricted in such case. The crossover factor and the mutation factor are adapted to the fitness function at each generation in the AGA, and it consumes less time to search for the optimal sensor bias value compared to the Genetic Algorithm (GA). In a word, we conclude that the hybrid EKF-AGA algorithm is the best choice for gas path fault diagnosis of turbofan engine among the algorithms discussed.

Kalman Filtering with Inequality Constraints for Turbofan Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2003-01-01

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops two analytic methods of incorporating state variable inequality constraints in the Kalman filter. The first method is a general technique of using hard constraints to enforce inequalities on the state variable estimates. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The second method uses soft constraints to estimate state variables that are known to vary slowly with time. (Soft constraints are constraints that are required to be approximately satisfied rather than exactly satisfied.) The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results. The use of the algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate health parameters. The turbofan engine model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.

Recent Flight Results of the TRMM Kalman Filter

NASA Technical Reports Server (NTRS)

Andrews, Stephen F.; Bilanow, Stephen; Bauer, Frank (Technical Monitor)

2002-01-01

The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls the roll and pitch attitude based on the Earth Sensor Assembly (ESA) output. TRMM's nominal orbit altitude was 350 km, until raised to 402 km to prolong mission life. During the boost, the ESA experienced a decreasing signal to noise ratio, until sun interference at 393 km altitude made the ESA data unreliable for attitude determination. At that point, the backup attitude determination algorithm, an extended Kalman filter, was enabled. After the boost finished, TRMM reacquired its nadir-pointing attitude, and continued its mission. This paper will briefly discuss the boost and the decision to turn on the backup attitude determination algorithm. A description of the extended Kalman filter algorithm will be given. In addition, flight results from analyzing attitude data and the results of software changes made onboard TRMM will be discussed. Some lessons learned are presented.

Oceanographic applications of the Kalman filter

NASA Technical Reports Server (NTRS)

Barbieri, R. W.; Schopf, P. S.

1982-01-01

The Kalman filter is a data-processing algorithm with a distinguished history in systems theory. Its application to oceanographic problems is in the embryo stage. The behavior of the filter is demonstrated in the context of an internal equatorial Rossby wave propagation problem.

Rapid transfer alignment of an inertial navigation system using a marginal stochastic integration filter

NASA Astrophysics Data System (ADS)

Zhou, Dapeng; Guo, Lei

2018-01-01

This study aims to address the rapid transfer alignment (RTA) issue of an inertial navigation system with large misalignment angles. The strong nonlinearity and high dimensionality of the system model pose a significant challenge to the estimation of the misalignment angles. In this paper, a 15-dimensional nonlinear model for RTA has been exploited, and it is shown that the functions for the model description exhibit a conditionally linear substructure. Then, a modified stochastic integration filter (SIF) called marginal SIF (MSIF) is developed to incorporate into the nonlinear model, where the number of sample points is significantly reduced but the estimation accuracy of SIF is retained. Comparisons between the MSIF-based RTA and the previously well-known methodologies are carried out through numerical simulations and a van test. The results demonstrate that the newly proposed method has an obvious accuracy advantage over the extended Kalman filter, the unscented Kalman filter and the marginal unscented Kalman filter. Further, the MSIF achieves a comparable performance to SIF, but with a significantly lower computation load.

Kalman Filter for Calibrating a Telescope Focal Plane

NASA Technical Reports Server (NTRS)

Kang, Bryan; Bayard, David

2006-01-01

The instrument-pointing frame (IPF) Kalman filter, and an algorithm that implements this filter, have been devised for calibrating the focal plane of a telescope. As used here, calibration signifies, more specifically, a combination of measurements and calculations directed toward ensuring accuracy in aiming the telescope and determining the locations of objects imaged in various arrays of photodetectors in instruments located on the focal plane. The IPF Kalman filter was originally intended for application to a spaceborne infrared astronomical telescope, but can also be applied to other spaceborne and ground-based telescopes. In the traditional approach to calibration of a telescope, (1) one team of experts concentrates on estimating parameters (e.g., pointing alignments and gyroscope drifts) that are classified as being of primarily an engineering nature, (2) another team of experts concentrates on estimating calibration parameters (e.g., plate scales and optical distortions) that are classified as being primarily of a scientific nature, and (3) the two teams repeatedly exchange data in an iterative process in which each team refines its estimates with the help of the data provided by the other team. This iterative process is inefficient and uneconomical because it is time-consuming and entails the maintenance of two survey teams and the development of computer programs specific to the requirements of each team. Moreover, theoretical analysis reveals that the engineering/ science iterative approach is not optimal in that it does not yield the best estimates of focal-plane parameters and, depending on the application, may not even enable convergence toward a set of estimates.

Cuff-less blood pressure measurement using pulse arrival time and a Kalman filter

NASA Astrophysics Data System (ADS)

Zhang, Qiang; Chen, Xianxiang; Fang, Zhen; Xue, Yongjiao; Zhan, Qingyuan; Yang, Ting; Xia, Shanhong

2017-02-01

The present study designs an algorithm to increase the accuracy of continuous blood pressure (BP) estimation. Pulse arrival time (PAT) has been widely used for continuous BP estimation. However, because of motion artifact and physiological activities, PAT-based methods are often troubled with low BP estimation accuracy. This paper used a signal quality modified Kalman filter to track blood pressure changes. A Kalman filter guarantees that BP estimation value is optimal in the sense of minimizing the mean square error. We propose a joint signal quality indice to adjust the measurement noise covariance, pushing the Kalman filter to weigh more heavily on measurements from cleaner data. Twenty 2 h physiological data segments selected from the MIMIC II database were used to evaluate the performance. Compared with straightforward use of the PAT-based linear regression model, the proposed model achieved higher measurement accuracy. Due to low computation complexity, the proposed algorithm can be easily transplanted into wearable sensor devices.

A mathematical model for computer image tracking.

PubMed

Legters, G R; Young, T Y

1982-06-01

A mathematical model using an operator formulation for a moving object in a sequence of images is presented. Time-varying translation and rotation operators are derived to describe the motion. A variational estimation algorithm is developed to track the dynamic parameters of the operators. The occlusion problem is alleviated by using a predictive Kalman filter to keep the tracking on course during severe occlusion. The tracking algorithm (variational estimation in conjunction with Kalman filter) is implemented to track moving objects with occasional occlusion in computer-simulated binary images.

Tightly Integrating Optical And Inertial Sensors For Navigation Using The UKF

DTIC Science & Technology

2008-03-01

832. September 2004. 3. Brown , Robert Grover and Patrick Y.C. Hwang . Introduction to Random Signals and Applied Kalman Filtering. John Wiley and Sons...effectiveness of fusing imaging and inertial sensors using an Extended Kalman Filter (EKF) algorithm has been shown in previous research efforts. In this...model assumed by the EKF. In order to cope with divergence problem, the Unscented (Sigma-Point) Kalman Filter (UKF) has been proposed in the literature in

Novel Kalman Filter Algorithm for Statistical Monitoring of Extensive Landscapes with Synoptic Sensor Data

PubMed Central

Czaplewski, Raymond L.

2015-01-01

Wall-to-wall remotely sensed data are increasingly available to monitor landscape dynamics over large geographic areas. However, statistical monitoring programs that use post-stratification cannot fully utilize those sensor data. The Kalman filter (KF) is an alternative statistical estimator. I develop a new KF algorithm that is numerically robust with large numbers of study variables and auxiliary sensor variables. A National Forest Inventory (NFI) illustrates application within an official statistics program. Practical recommendations regarding remote sensing and statistical issues are offered. This algorithm has the potential to increase the value of synoptic sensor data for statistical monitoring of large geographic areas. PMID:26393588

Triangular covariance factorizations for. Ph.D. Thesis. - Calif. Univ.

NASA Technical Reports Server (NTRS)

Thornton, C. L.

1976-01-01

An improved computational form of the discrete Kalman filter is derived using an upper triangular factorization of the error covariance matrix. The covariance P is factored such that P = UDUT where U is unit upper triangular and D is diagonal. Recursions are developed for propagating the U-D covariance factors together with the corresponding state estimate. The resulting algorithm, referred to as the U-D filter, combines the superior numerical precision of square root filtering techniques with an efficiency comparable to that of Kalman's original formula. Moreover, this method is easily implemented and involves no more computer storage than the Kalman algorithm. These characteristics make the U-D method an attractive realtime filtering technique. A new covariance error analysis technique is obtained from an extension of the U-D filter equations. This evaluation method is flexible and efficient and may provide significantly improved numerical results. Cost comparisons show that for a large class of problems the U-D evaluation algorithm is noticeably less expensive than conventional error analysis methods.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation.

PubMed

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-09-20

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.

Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation

PubMed Central

Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng

2016-01-01

A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm. PMID:27657069

State of Charge estimation of lithium ion battery based on extended Kalman filtering algorithm

NASA Astrophysics Data System (ADS)

Yang, Fan; Feng, Yiming; Pan, Binbiao; Wan, Renzhuo; Wang, Jun

2017-08-01

Accurate estimation of state-of-charge (SOC) for lithium ion battery is crucial for real-time diagnosis and prognosis in green energy vehicles. In this paper, a state space model of the battery based on Thevenin model is adopted. The strategy of estimating state of charge (SOC) based on extended Kalman fil-ter is presented, as well as to combine with ampere-hour counting (AH) and open circuit voltage (OCV) methods. The comparison between simulation and experiments indicates that the model’s performance matches well with that of lithium ion battery. The algorithm of extended Kalman filter keeps a good accura-cy precision and less dependent on its initial value in full range of SOC, which is proved to be suitable for online SOC estimation.

Joint Demodulation of Low-Entropy Narrowband Cochannel Signals

DTIC Science & Technology

2006-12-01

Linear prediction: A tutorial review,” IEEE Proceedings, vol. 63, pp. 561–580, April 1975. [91] R. G. Brown and P. Y. C. Hwang , Introduction to Random...48 B. SECOND ORDER PREDICTOR . . . . . . . . . . . . . . . . . 49 C. KALMAN FILTER...38 4.1 Prediction algorithm based on the Kalman filter . . . . . . . . . . . . . . . . 52 4.2 self

Hybrid Kalman Filter: A New Approach for Aircraft Engine In-Flight Diagnostics

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.

2006-01-01

In this paper, a uniquely structured Kalman filter is developed for its application to in-flight diagnostics of aircraft gas turbine engines. The Kalman filter is a hybrid of a nonlinear on-board engine model (OBEM) and piecewise linear models. The utilization of the nonlinear OBEM allows the reference health baseline of the in-flight diagnostic system to be updated to the degraded health condition of the engines through a relatively simple process. Through this health baseline update, the effectiveness of the in-flight diagnostic algorithm can be maintained as the health of the engine degrades over time. Another significant aspect of the hybrid Kalman filter methodology is its capability to take advantage of conventional linear and nonlinear Kalman filter approaches. Based on the hybrid Kalman filter, an in-flight fault detection system is developed, and its diagnostic capability is evaluated in a simulation environment. Through the evaluation, the suitability of the hybrid Kalman filter technique for aircraft engine in-flight diagnostics is demonstrated.

Aircraft Turbofan Engine Health Estimation Using Constrained Kalman Filtering

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2003-01-01

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints (which may be based on physical considerations) are often neglected because they do not fit easily into the structure of the Kalman filter. This paper develops an analytic method of incorporating state variable inequality constraints in the Kalman filter. The resultant filter is a combination of a standard Kalman filter and a quadratic programming problem. The incorporation of state variable constraints increases the computational effort of the filter but significantly improves its estimation accuracy. The improvement is proven theoretically and shown via simulation results obtained from application to a turbofan engine model. This model contains 16 state variables, 12 measurements, and 8 component health parameters. It is shown that the new algorithms provide improved performance in this example over unconstrained Kalman filtering.

Hybrid Solution of Stochastic Optimal Control Problems Using Gauss Pseudospectral Method and Generalized Polynomial Chaos Algorithms

DTIC Science & Technology

2012-03-01

0-486-41183-4. 15. Brown , Robert G. and Patrick Y. C. Hwang . Introduction to Random Signals and Applied Kalman Filtering. Wiley, New York, 1996. ISBN...stability and perfor- mance criteria. In the 1960’s, Kalman introduced the Linear Quadratic Regulator (LQR) method using an integral performance index...feedback of the state variables and was able to apply this method to time-varying and Multi-Input Multi-Output (MIMO) systems. Kalman further showed

New method for propagating the square root covariance matrix in triangular form. [using Kalman-Bucy filter

NASA Technical Reports Server (NTRS)

Choe, C. Y.; Tapley, B. D.

1975-01-01

A method proposed by Potter of applying the Kalman-Bucy filter to the problem of estimating the state of a dynamic system is described, in which the square root of the state error covariance matrix is used to process the observations. A new technique which propagates the covariance square root matrix in lower triangular form is given for the discrete observation case. The technique is faster than previously proposed algorithms and is well-adapted for use with the Carlson square root measurement algorithm.

The Ensemble Kalman filter: a signal processing perspective

NASA Astrophysics Data System (ADS)

Roth, Michael; Hendeby, Gustaf; Fritsche, Carsten; Gustafsson, Fredrik

2017-12-01

The ensemble Kalman filter (EnKF) is a Monte Carlo-based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear, and non-Gaussian state estimation problems. Its ability to handle state dimensions in the order of millions has made the EnKF a popular algorithm in different geoscientific disciplines. Despite a similarly vital need for scalable algorithms in signal processing, e.g., to make sense of the ever increasing amount of sensor data, the EnKF is hardly discussed in our field. This self-contained review is aimed at signal processing researchers and provides all the knowledge to get started with the EnKF. The algorithm is derived in a KF framework, without the often encountered geoscientific terminology. Algorithmic challenges and required extensions of the EnKF are provided, as well as relations to sigma point KF and particle filters. The relevant EnKF literature is summarized in an extensive survey and unique simulation examples, including popular benchmark problems, complement the theory with practical insights. The signal processing perspective highlights new directions of research and facilitates the exchange of potentially beneficial ideas, both for the EnKF and high-dimensional nonlinear and non-Gaussian filtering in general.

Arbitrary-step randomly delayed robust filter with application to boost phase tracking

NASA Astrophysics Data System (ADS)

Qin, Wutao; Wang, Xiaogang; Bai, Yuliang; Cui, Naigang

2018-04-01

The conventional filters such as extended Kalman filter, unscented Kalman filter and cubature Kalman filter assume that the measurement is available in real-time and the measurement noise is Gaussian white noise. But in practice, both two assumptions are invalid. To solve this problem, a novel algorithm is proposed by taking the following four steps. At first, the measurement model is modified by the Bernoulli random variables to describe the random delay. Then, the expression of predicted measurement and covariance are reformulated, which could get rid of the restriction that the maximum number of delay must be one or two and the assumption that probabilities of Bernoulli random variables taking the value one are equal. Next, the arbitrary-step randomly delayed high-degree cubature Kalman filter is derived based on the 5th-degree spherical-radial rule and the reformulated expressions. Finally, the arbitrary-step randomly delayed high-degree cubature Kalman filter is modified to the arbitrary-step randomly delayed high-degree cubature Huber-based filter based on the Huber technique, which is essentially an M-estimator. Therefore, the proposed filter is not only robust to the randomly delayed measurements, but robust to the glint noise. The application to the boost phase tracking example demonstrate the superiority of the proposed algorithms.

A clock-aided positioning algorithm based on Kalman model of GNSS receiver clock bias

NASA Astrophysics Data System (ADS)

Zhu, Lingyao; Li, Zishen; Yuan, Hong

2017-10-01

The modeling and forecasting of the receiver clock bias is of practical significance, including the improvement of positioning accuracy, etc. When the clock frequency of the receiver is stable, the model can be established according to the historical clock bias data and the clock bias of the following time can be predicted. For this, we adopted the Kalman model to predict the receiver clock bias based on the calculated clock bias data obtained from the laboratory via sliding mode. Meanwhile, the relevant clock-aided positioning algorithm was presented. The results show that: the Kalman model can be used in practical work; and that under the condition that only 3 satellite signal can be received, this clock-aided positioning results can meet the needs of civilian users, which improves the continuity of positioning in harsh conditions.

An optimal modification of a Kalman filter for time scales

NASA Technical Reports Server (NTRS)

Greenhall, C. A.

2003-01-01

The Kalman filter in question, which was implemented in the time scale algorithm TA(NIST), produces time scales with poor short-term stability. A simple modification of the error covariance matrix allows the filter to produce time scales with good stability at all averaging times, as verified by simulations of clock ensembles.

Nonlinear system identification based on Takagi-Sugeno fuzzy modeling and unscented Kalman filter.

PubMed

Vafamand, Navid; Arefi, Mohammad Mehdi; Khayatian, Alireza

2018-03-01

This paper proposes two novel Kalman-based learning algorithms for an online Takagi-Sugeno (TS) fuzzy model identification. The proposed approaches are designed based on the unscented Kalman filter (UKF) and the concept of dual estimation. Contrary to the extended Kalman filter (EKF) which utilizes derivatives of nonlinear functions, the UKF employs the unscented transformation. Consequently, non-differentiable membership functions can be considered in the structure of the TS models. This makes the proposed algorithms to be applicable for the online parameter calculation of wider classes of TS models compared to the recently published papers concerning the same issue. Furthermore, because of the great capability of the UKF in handling severe nonlinear dynamics, the proposed approaches can effectively approximate the nonlinear systems. Finally, numerical and practical examples are provided to show the advantages of the proposed approaches. Simulation results reveal the effectiveness of the proposed methods and performance improvement based on the root mean square (RMS) of the estimation error compared to the existing results. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Optimally Distributed Kalman Filtering with Data-Driven Communication †

PubMed Central

Dormann, Katharina

2018-01-01

For multisensor data fusion, distributed state estimation techniques that enable a local processing of sensor data are the means of choice in order to minimize storage and communication costs. In particular, a distributed implementation of the optimal Kalman filter has recently been developed. A significant disadvantage of this algorithm is that the fusion center needs access to each node so as to compute a consistent state estimate, which requires full communication each time an estimate is requested. In this article, different extensions of the optimally distributed Kalman filter are proposed that employ data-driven transmission schemes in order to reduce communication expenses. As a first relaxation of the full-rate communication scheme, it can be shown that each node only has to transmit every second time step without endangering consistency of the fusion result. Also, two data-driven algorithms are introduced that even allow for lower transmission rates, and bounds are derived to guarantee consistent fusion results. Simulations demonstrate that the data-driven distributed filtering schemes can outperform a centralized Kalman filter that requires each measurement to be sent to the center node. PMID:29596392

Initial flight results of the TRMM Kalman filter

NASA Technical Reports Server (NTRS)

Andrews, Stephen F.; Morgenstern, Wendy M.

1998-01-01

The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls attitude based on the Earth Sensor Assembly (ESA) output. After a potential single point failure in the ESA was identified, the contingency attitude determination method chosen to backup the ESA-based system was a sixth-order extended Kalman filter that uses magnetometer and digital sun sensor measurements. A brief description of the TRMM Kalman filter will be given, including some implementation issues and algorithm heritage. Operational aspects of the Kalman filter and some failure detection and correction will be described. The Kalman filter was tested in a sun pointing attitude and in a nadir pointing attitude during the in-orbit checkout period, and results from those tests will be presented. This paper will describe some lessons learned from the experience of the TRMM team.

Estimation of three-dimensional radar tracking using modified extended kalman filter

NASA Astrophysics Data System (ADS)

Aditya, Prima; Apriliani, Erna; Khusnul Arif, Didik; Baihaqi, Komar

2018-03-01

Kalman filter is an estimation method by combining data and mathematical models then developed be extended Kalman filter to handle nonlinear systems. Three-dimensional radar tracking is one of example of nonlinear system. In this paper developed a modification method of extended Kalman filter from the direct decline of the three-dimensional radar tracking case. The development of this filter algorithm can solve the three-dimensional radar measurements in the case proposed in this case the target measured by radar with distance r, azimuth angle θ, and the elevation angle ϕ. Artificial covariance and mean adjusted directly on the three-dimensional radar system. Simulations result show that the proposed formulation is effective in the calculation of nonlinear measurement compared with extended Kalman filter with the value error at 0.77% until 1.15%.

Initial Flight Results of the TRMM Kalman Filter

NASA Technical Reports Server (NTRS)

Andrews, Stephen F.; Morgenstern, Wendy M.

1998-01-01

The Tropical Rainfall Measuring Mission (TRMM) spacecraft is a nadir pointing spacecraft that nominally controls attitude based on the Earth Sensor Assembly (ESA) output. After a potential single point failure in the ESA was identified, the contingency attitude determination method chosen to backup the ESA-based system was a sixth-order extended Kalman filter that uses magnetometer and digital sun sensor measurements. A brief description of the TRMM Kalman filter will be given, including some implementation issues and algorithm heritage. Operational aspects of the Kalman filter and some failure detection and correction will be described. The Kalman filter was tested in a sun pointing attitude and in a nadir pointing attitude during the in-orbit checkout period, and results from those tests will be presented. This paper will describe some lessons learned from the experience of the TRMM team.

On-board attitude determination for the Explorer Platform satellite

NASA Technical Reports Server (NTRS)

Jayaraman, C.; Class, B.

1992-01-01

This paper describes the attitude determination algorithm for the Explorer Platform satellite. The algorithm, which is baselined on the Landsat code, is a six-element linear quadratic state estimation processor, in the form of a Kalman filter augmented by an adaptive filter process. Improvements to the original Landsat algorithm were required to meet mission pointing requirements. These consisted of a more efficient sensor processing algorithm and the addition of an adaptive filter which acts as a check on the Kalman filter during satellite slew maneuvers. A 1750A processor will be flown on board the satellite for the first time as a coprocessor (COP) in addition to the NASA Standard Spacecraft Computer. The attitude determination algorithm, which will be resident in the COP's memory, will make full use of its improved processing capabilities to meet mission requirements. Additional benefits were gained by writing the attitude determination code in Ada.

Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion.

PubMed

Barber, Jared; Tanase, Roxana; Yotov, Ivan

2016-06-01

Several Kalman filter algorithms are presented for data assimilation and parameter estimation for a nonlinear diffusion model of epithelial cell migration. These include the ensemble Kalman filter with Monte Carlo sampling and a stochastic collocation (SC) Kalman filter with structured sampling. Further, two types of noise are considered -uncorrelated noise resulting in one stochastic dimension for each element of the spatial grid and correlated noise parameterized by the Karhunen-Loeve (KL) expansion resulting in one stochastic dimension for each KL term. The efficiency and accuracy of the four methods are investigated for two cases with synthetic data with and without noise, as well as data from a laboratory experiment. While it is observed that all algorithms perform reasonably well in matching the target solution and estimating the diffusion coefficient and the growth rate, it is illustrated that the algorithms that employ SC and KL expansion are computationally more efficient, as they require fewer ensemble members for comparable accuracy. In the case of SC methods, this is due to improved approximation in stochastic space compared to Monte Carlo sampling. In the case of KL methods, the parameterization of the noise results in a stochastic space of smaller dimension. The most efficient method is the one combining SC and KL expansion. Copyright © 2016 Elsevier Inc. All rights reserved.

An adaptive ANOVA-based PCKF for high-dimensional nonlinear inverse modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Weixuan, E-mail: weixuan.li@usc.edu; Lin, Guang, E-mail: guang.lin@pnnl.gov; Zhang, Dongxiao, E-mail: dxz@pku.edu.cn

2014-02-01

The probabilistic collocation-based Kalman filter (PCKF) is a recently developed approach for solving inverse problems. It resembles the ensemble Kalman filter (EnKF) in every aspect—except that it represents and propagates model uncertainty by polynomial chaos expansion (PCE) instead of an ensemble of model realizations. Previous studies have shown PCKF is a more efficient alternative to EnKF for many data assimilation problems. However, the accuracy and efficiency of PCKF depends on an appropriate truncation of the PCE series. Having more polynomial chaos basis functions in the expansion helps to capture uncertainty more accurately but increases computational cost. Selection of basis functionsmore » is particularly important for high-dimensional stochastic problems because the number of polynomial chaos basis functions required to represent model uncertainty grows dramatically as the number of input parameters (random dimensions) increases. In classic PCKF algorithms, the PCE basis functions are pre-set based on users' experience. Also, for sequential data assimilation problems, the basis functions kept in PCE expression remain unchanged in different Kalman filter loops, which could limit the accuracy and computational efficiency of classic PCKF algorithms. To address this issue, we present a new algorithm that adaptively selects PCE basis functions for different problems and automatically adjusts the number of basis functions in different Kalman filter loops. The algorithm is based on adaptive functional ANOVA (analysis of variance) decomposition, which approximates a high-dimensional function with the summation of a set of low-dimensional functions. Thus, instead of expanding the original model into PCE, we implement the PCE expansion on these low-dimensional functions, which is much less costly. We also propose a new adaptive criterion for ANOVA that is more suited for solving inverse problems. The new algorithm was tested with different examples and demonstrated great effectiveness in comparison with non-adaptive PCKF and EnKF algorithms.« less

An Adaptive ANOVA-based PCKF for High-Dimensional Nonlinear Inverse Modeling

DOE Office of Scientific and Technical Information (OSTI.GOV)

LI, Weixuan; Lin, Guang; Zhang, Dongxiao

2014-02-01

The probabilistic collocation-based Kalman filter (PCKF) is a recently developed approach for solving inverse problems. It resembles the ensemble Kalman filter (EnKF) in every aspect—except that it represents and propagates model uncertainty by polynomial chaos expansion (PCE) instead of an ensemble of model realizations. Previous studies have shown PCKF is a more efficient alternative to EnKF for many data assimilation problems. However, the accuracy and efficiency of PCKF depends on an appropriate truncation of the PCE series. Having more polynomial chaos bases in the expansion helps to capture uncertainty more accurately but increases computational cost. Bases selection is particularly importantmore » for high-dimensional stochastic problems because the number of polynomial chaos bases required to represent model uncertainty grows dramatically as the number of input parameters (random dimensions) increases. In classic PCKF algorithms, the PCE bases are pre-set based on users’ experience. Also, for sequential data assimilation problems, the bases kept in PCE expression remain unchanged in different Kalman filter loops, which could limit the accuracy and computational efficiency of classic PCKF algorithms. To address this issue, we present a new algorithm that adaptively selects PCE bases for different problems and automatically adjusts the number of bases in different Kalman filter loops. The algorithm is based on adaptive functional ANOVA (analysis of variance) decomposition, which approximates a high-dimensional function with the summation of a set of low-dimensional functions. Thus, instead of expanding the original model into PCE, we implement the PCE expansion on these low-dimensional functions, which is much less costly. We also propose a new adaptive criterion for ANOVA that is more suited for solving inverse problems. The new algorithm is tested with different examples and demonstrated great effectiveness in comparison with non-adaptive PCKF and EnKF algorithms.« less

The application of dummy noise adaptive Kalman filter in underwater navigation

NASA Astrophysics Data System (ADS)

Li, Song; Zhang, Chun-Hua; Luan, Jingde

2011-10-01

The track of underwater target is easy to be affected by the various by the various factors, which will cause poor performance in Kalman filter with the error in the state and measure model. In order to solve the situation, a method is provided with dummy noise compensative technology. Dummy noise is added to state and measure model artificially, and then the question can be solved by the adaptive Kalman filter with unknown time-changed statistical character. The simulation result of underwater navigation proves the algorithm is effective.

Space shuttle propulsion estimation development verification, volume 1

NASA Technical Reports Server (NTRS)

Rogers, Robert M.

1989-01-01

The results of the Propulsion Estimation Development Verification are summarized. A computer program developed under a previous contract (NAS8-35324) was modified to include improved models for the Solid Rocket Booster (SRB) internal ballistics, the Space Shuttle Main Engine (SSME) power coefficient model, the vehicle dynamics using quaternions, and an improved Kalman filter algorithm based on the U-D factorized algorithm. As additional output, the estimated propulsion performances, for each device are computed with the associated 1-sigma bounds. The outputs of the estimation program are provided in graphical plots. An additional effort was expended to examine the use of the estimation approach to evaluate single engine test data. In addition to the propulsion estimation program PFILTER, a program was developed to produce a best estimate of trajectory (BET). The program LFILTER, also uses the U-D factorized algorithm form of the Kalman filter as in the propulsion estimation program PFILTER. The necessary definitions and equations explaining the Kalman filtering approach for the PFILTER program, the models used for this application for dynamics and measurements, program description, and program operation are presented.

Multimodel Kalman filtering for adaptive nonuniformity correction in infrared sensors.

PubMed

Pezoa, Jorge E; Hayat, Majeed M; Torres, Sergio N; Rahman, Md Saifur

2006-06-01

We present an adaptive technique for the estimation of nonuniformity parameters of infrared focal-plane arrays that is robust with respect to changes and uncertainties in scene and sensor characteristics. The proposed algorithm is based on using a bank of Kalman filters in parallel. Each filter independently estimates state variables comprising the gain and the bias matrices of the sensor, according to its own dynamic-model parameters. The supervising component of the algorithm then generates the final estimates of the state variables by forming a weighted superposition of all the estimates rendered by each Kalman filter. The weights are computed and updated iteratively, according to the a posteriori-likelihood principle. The performance of the estimator and its ability to compensate for fixed-pattern noise is tested using both simulated and real data obtained from two cameras operating in the mid- and long-wave infrared regime.

Formulation and implementation of nonstationary adaptive estimation algorithm with applications to air-data reconstruction

NASA Technical Reports Server (NTRS)

Whitmore, S. A.

1985-01-01

The dynamics model and data sources used to perform air-data reconstruction are discussed, as well as the Kalman filter. The need for adaptive determination of the noise statistics of the process is indicated. The filter innovations are presented as a means of developing the adaptive criterion, which is based on the true mean and covariance of the filter innovations. A method for the numerical approximation of the mean and covariance of the filter innovations is presented. The algorithm as developed is applied to air-data reconstruction for the space shuttle, and data obtained from the third landing are presented. To verify the performance of the adaptive algorithm, the reconstruction is also performed using a constant covariance Kalman filter. The results of the reconstructions are compared, and the adaptive algorithm exhibits better performance.

Iterated unscented Kalman filter for phase unwrapping of interferometric fringes.

PubMed

Xie, Xianming

2016-08-22

A fresh phase unwrapping algorithm based on iterated unscented Kalman filter is proposed to estimate unambiguous unwrapped phase of interferometric fringes. This method is the result of combining an iterated unscented Kalman filter with a robust phase gradient estimator based on amended matrix pencil model, and an efficient quality-guided strategy based on heap sort. The iterated unscented Kalman filter that is one of the most robust methods under the Bayesian theorem frame in non-linear signal processing so far, is applied to perform simultaneously noise suppression and phase unwrapping of interferometric fringes for the first time, which can simplify the complexity and the difficulty of pre-filtering procedure followed by phase unwrapping procedure, and even can remove the pre-filtering procedure. The robust phase gradient estimator is used to efficiently and accurately obtain phase gradient information from interferometric fringes, which is needed for the iterated unscented Kalman filtering phase unwrapping model. The efficient quality-guided strategy is able to ensure that the proposed method fast unwraps wrapped pixels along the path from the high-quality area to the low-quality area of wrapped phase images, which can greatly improve the efficiency of phase unwrapping. Results obtained from synthetic data and real data show that the proposed method can obtain better solutions with an acceptable time consumption, with respect to some of the most used algorithms.

HOKF: High Order Kalman Filter for Epilepsy Forecasting Modeling.

PubMed

Nguyen, Ngoc Anh Thi; Yang, Hyung-Jeong; Kim, Sunhee

2017-08-01

Epilepsy forecasting has been extensively studied using high-order time series obtained from scalp-recorded electroencephalography (EEG). An accurate seizure prediction system would not only help significantly improve patients' quality of life, but would also facilitate new therapeutic strategies to manage epilepsy. This paper thus proposes an improved Kalman Filter (KF) algorithm to mine seizure forecasts from neural activity by modeling three properties in the high-order EEG time series: noise, temporal smoothness, and tensor structure. The proposed High-Order Kalman Filter (HOKF) is an extension of the standard Kalman filter, for which higher-order modeling is limited. The efficient dynamic of HOKF system preserves the tensor structure of the observations and latent states. As such, the proposed method offers two main advantages: (i) effectiveness with HOKF results in hidden variables that capture major evolving trends suitable to predict neural activity, even in the presence of missing values; and (ii) scalability in that the wall clock time of the HOKF is linear with respect to the number of time-slices of the sequence. The HOKF algorithm is examined in terms of its effectiveness and scalability by conducting forecasting and scalability experiments with a real epilepsy EEG dataset. The results of the simulation demonstrate the superiority of the proposed method over the original Kalman Filter and other existing methods. Copyright © 2017 Elsevier B.V. All rights reserved.

Implicit Kalman filtering

NASA Technical Reports Server (NTRS)

Skliar, M.; Ramirez, W. F.

1997-01-01

For an implicitly defined discrete system, a new algorithm for Kalman filtering is developed and an efficient numerical implementation scheme is proposed. Unlike the traditional explicit approach, the implicit filter can be readily applied to ill-conditioned systems and allows for generalization to descriptor systems. The implementation of the implicit filter depends on the solution of the congruence matrix equation (A1)(Px)(AT1) = Py. We develop a general iterative method for the solution of this equation, and prove necessary and sufficient conditions for convergence. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement as compared to the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.

Finite Element Modelling of a Field-Sensed Magnetic Suspended System for Accurate Proximity Measurement Based on a Sensor Fusion Algorithm with Unscented Kalman Filter

PubMed Central

Chowdhury, Amor; Sarjaš, Andrej

2016-01-01

The presented paper describes accurate distance measurement for a field-sensed magnetic suspension system. The proximity measurement is based on a Hall effect sensor. The proximity sensor is installed directly on the lower surface of the electro-magnet, which means that it is very sensitive to external magnetic influences and disturbances. External disturbances interfere with the information signal and reduce the usability and reliability of the proximity measurements and, consequently, the whole application operation. A sensor fusion algorithm is deployed for the aforementioned reasons. The sensor fusion algorithm is based on the Unscented Kalman Filter, where a nonlinear dynamic model was derived with the Finite Element Modelling approach. The advantage of such modelling is a more accurate dynamic model parameter estimation, especially in the case when the real structure, materials and dimensions of the real-time application are known. The novelty of the paper is the design of a compact electro-magnetic actuator with a built-in low cost proximity sensor for accurate proximity measurement of the magnetic object. The paper successively presents a modelling procedure with the finite element method, design and parameter settings of a sensor fusion algorithm with Unscented Kalman Filter and, finally, the implementation procedure and results of real-time operation. PMID:27649197

Finite Element Modelling of a Field-Sensed Magnetic Suspended System for Accurate Proximity Measurement Based on a Sensor Fusion Algorithm with Unscented Kalman Filter.

PubMed

Chowdhury, Amor; Sarjaš, Andrej

2016-09-15

The presented paper describes accurate distance measurement for a field-sensed magnetic suspension system. The proximity measurement is based on a Hall effect sensor. The proximity sensor is installed directly on the lower surface of the electro-magnet, which means that it is very sensitive to external magnetic influences and disturbances. External disturbances interfere with the information signal and reduce the usability and reliability of the proximity measurements and, consequently, the whole application operation. A sensor fusion algorithm is deployed for the aforementioned reasons. The sensor fusion algorithm is based on the Unscented Kalman Filter, where a nonlinear dynamic model was derived with the Finite Element Modelling approach. The advantage of such modelling is a more accurate dynamic model parameter estimation, especially in the case when the real structure, materials and dimensions of the real-time application are known. The novelty of the paper is the design of a compact electro-magnetic actuator with a built-in low cost proximity sensor for accurate proximity measurement of the magnetic object. The paper successively presents a modelling procedure with the finite element method, design and parameter settings of a sensor fusion algorithm with Unscented Kalman Filter and, finally, the implementation procedure and results of real-time operation.

Analysis of Video-Based Microscopic Particle Trajectories Using Kalman Filtering

PubMed Central

Wu, Pei-Hsun; Agarwal, Ashutosh; Hess, Henry; Khargonekar, Pramod P.; Tseng, Yiider

2010-01-01

Abstract The fidelity of the trajectories obtained from video-based particle tracking determines the success of a variety of biophysical techniques, including in situ single cell particle tracking and in vitro motility assays. However, the image acquisition process is complicated by system noise, which causes positioning error in the trajectories derived from image analysis. Here, we explore the possibility of reducing the positioning error by the application of a Kalman filter, a powerful algorithm to estimate the state of a linear dynamic system from noisy measurements. We show that the optimal Kalman filter parameters can be determined in an appropriate experimental setting, and that the Kalman filter can markedly reduce the positioning error while retaining the intrinsic fluctuations of the dynamic process. We believe the Kalman filter can potentially serve as a powerful tool to infer a trajectory of ultra-high fidelity from noisy images, revealing the details of dynamic cellular processes. PMID:20550894

Sliding mode control based on Kalman filter dynamic estimation of battery SOC

NASA Astrophysics Data System (ADS)

He, Dongmeia; Hou, Enguang; Qiao, Xin; Liu, Guangmin

2018-06-01

Lithium-ion battery charge state of the accurate and rapid estimation of battery management system is the key technology. In this paper, an exponentially reaching law sliding-mode variable structure control algorithm based on Kalman filter is proposed to estimate the state of charge of Li-ion battery for the dynamic nonlinear system. The RC equivalent circuit model is established, and the model equation with specific structure is given. The proposed Kalman filter sliding mode structure is used to estimate the state of charge of the battery in the battery model, and the jitter effect can be avoided and the estimation performance can be improved. The simulation results show that the proposed Kalman filter sliding mode control has good accuracy in estimating the state of charge of the battery compared with the ordinary Kalman filter, and the error range is within 3%.

On the Error State Selection for Stationary SINS Alignment and Calibration Kalman Filters—Part II: Observability/Estimability Analysis

PubMed Central

Silva, Felipe O.; Hemerly, Elder M.; Leite Filho, Waldemar C.

2017-01-01

This paper presents the second part of a study aiming at the error state selection in Kalman filters applied to the stationary self-alignment and calibration (SSAC) problem of strapdown inertial navigation systems (SINS). The observability properties of the system are systematically investigated, and the number of unobservable modes is established. Through the analytical manipulation of the full SINS error model, the unobservable modes of the system are determined, and the SSAC error states (except the velocity errors) are proven to be individually unobservable. The estimability of the system is determined through the examination of the major diagonal terms of the covariance matrix and their eigenvalues/eigenvectors. Filter order reduction based on observability analysis is shown to be inadequate, and several misconceptions regarding SSAC observability and estimability deficiencies are removed. As the main contributions of this paper, we demonstrate that, except for the position errors, all error states can be minimally estimated in the SSAC problem and, hence, should not be removed from the filter. Corroborating the conclusions of the first part of this study, a 12-state Kalman filter is found to be the optimal error state selection for SSAC purposes. Results from simulated and experimental tests support the outlined conclusions. PMID:28241494

ECG Denoising Using Marginalized Particle Extended Kalman Filter With an Automatic Particle Weighting Strategy.

PubMed

Hesar, Hamed Danandeh; Mohebbi, Maryam

2017-05-01

In this paper, a model-based Bayesian filtering framework called the "marginalized particle-extended Kalman filter (MP-EKF) algorithm" is proposed for electrocardiogram (ECG) denoising. This algorithm does not have the extended Kalman filter (EKF) shortcoming in handling non-Gaussian nonstationary situations because of its nonlinear framework. In addition, it has less computational complexity compared with particle filter. This filter improves ECG denoising performance by implementing marginalized particle filter framework while reducing its computational complexity using EKF framework. An automatic particle weighting strategy is also proposed here that controls the reliance of our framework to the acquired measurements. We evaluated the proposed filter on several normal ECGs selected from MIT-BIH normal sinus rhythm database. To do so, artificial white Gaussian and colored noises as well as nonstationary real muscle artifact (MA) noise over a range of low SNRs from 10 to -5 dB were added to these normal ECG segments. The benchmark methods were the EKF and extended Kalman smoother (EKS) algorithms which are the first model-based Bayesian algorithms introduced in the field of ECG denoising. From SNR viewpoint, the experiments showed that in the presence of Gaussian white noise, the proposed framework outperforms the EKF and EKS algorithms in lower input SNRs where the measurements and state model are not reliable. Owing to its nonlinear framework and particle weighting strategy, the proposed algorithm attained better results at all input SNRs in non-Gaussian nonstationary situations (such as presence of pink noise, brown noise, and real MA). In addition, the impact of the proposed filtering method on the distortion of diagnostic features of the ECG was investigated and compared with EKF/EKS methods using an ECG diagnostic distortion measure called the "Multi-Scale Entropy Based Weighted Distortion Measure" or MSEWPRD. The results revealed that our proposed algorithm had the lowest MSEPWRD for all noise types at low input SNRs. Therefore, the morphology and diagnostic information of ECG signals were much better conserved compared with EKF/EKS frameworks, especially in non-Gaussian nonstationary situations.

A real-time algorithm for integrating differential satellite and inertial navigation information during helicopter approach. M.S. Thesis

NASA Technical Reports Server (NTRS)

Hoang, TY

1994-01-01

A real-time, high-rate precision navigation Kalman filter algorithm is developed and analyzed. This Navigation algorithm blends various navigation data collected during terminal area approach of an instrumented helicopter. Navigation data collected include helicopter position and velocity from a global position system in differential mode (DGPS) as well as helicopter velocity and attitude from an inertial navigation system (INS). The goal of the Navigation algorithm is to increase the DGPS accuracy while producing navigational data at the 64 Hertz INS update rate. It is important to note that while the data was post flight processed, the Navigation algorithm was designed for real-time analysis. The design of the Navigation algorithm resulted in a nine-state Kalman filter. The Kalman filter's state matrix contains position, velocity, and velocity bias components. The filter updates positional readings with DGPS position, INS velocity, and velocity bias information. In addition, the filter incorporates a sporadic data rejection scheme. This relatively simple model met and exceeded the ten meter absolute positional requirement. The Navigation algorithm results were compared with truth data derived from a laser tracker. The helicopter flight profile included terminal glideslope angles of 3, 6, and 9 degrees. Two flight segments extracted during each terminal approach were used to evaluate the Navigation algorithm. The first segment recorded small dynamic maneuver in the lateral plane while motion in the vertical plane was recorded by the second segment. The longitudinal, lateral, and vertical averaged positional accuracies for all three glideslope approaches are as follows (mean plus or minus two standard deviations in meters): longitudinal (-0.03 plus or minus 1.41), lateral (-1.29 plus or minus 2.36), and vertical (-0.76 plus or minus 2.05).

Adaptive offset correction for intracortical brain-computer interfaces.

PubMed

Homer, Mark L; Perge, Janos A; Black, Michael J; Harrison, Matthew T; Cash, Sydney S; Hochberg, Leigh R

2014-03-01

Intracortical brain-computer interfaces (iBCIs) decode intended movement from neural activity for the control of external devices such as a robotic arm. Standard approaches include a calibration phase to estimate decoding parameters. During iBCI operation, the statistical properties of the neural activity can depart from those observed during calibration, sometimes hindering a user's ability to control the iBCI. To address this problem, we adaptively correct the offset terms within a Kalman filter decoder via penalized maximum likelihood estimation. The approach can handle rapid shifts in neural signal behavior (on the order of seconds) and requires no knowledge of the intended movement. The algorithm, called multiple offset correction algorithm (MOCA), was tested using simulated neural activity and evaluated retrospectively using data collected from two people with tetraplegia operating an iBCI. In 19 clinical research test cases, where a nonadaptive Kalman filter yielded relatively high decoding errors, MOCA significantly reduced these errors ( 10.6 ± 10.1% ; p < 0.05, pairwise t-test). MOCA did not significantly change the error in the remaining 23 cases where a nonadaptive Kalman filter already performed well. These results suggest that MOCA provides more robust decoding than the standard Kalman filter for iBCIs.

An Extension to the Kalman Filter for an Improved Detection of Unknown Behavior

NASA Technical Reports Server (NTRS)

Benazera, Emmanuel; Narasimhan, Sriram

2005-01-01

The use of Kalman filter (KF) interferes with fault detection algorithms based on the residual between estimated and measured variables, since the measured values are used to update the estimates. This feedback results in the estimates being pulled closer to the measured values, influencing the residuals in the process. Here we present a fault detection scheme for systems that are being tracked by a KF. Our approach combines an open-loop prediction over an adaptive window and an information-based measure of the deviation of the Kalman estimate from the prediction to improve fault detection.

Improved Kalman Filter Method for Measurement Noise Reduction in Multi Sensor RFID Systems

PubMed Central

Eom, Ki Hwan; Lee, Seung Joon; Kyung, Yeo Sun; Lee, Chang Won; Kim, Min Chul; Jung, Kyung Kwon

2011-01-01

Recently, the range of available Radio Frequency Identification (RFID) tags has been widened to include smart RFID tags which can monitor their varying surroundings. One of the most important factors for better performance of smart RFID system is accurate measurement from various sensors. In the multi-sensing environment, some noisy signals are obtained because of the changing surroundings. We propose in this paper an improved Kalman filter method to reduce noise and obtain correct data. Performance of Kalman filter is determined by a measurement and system noise covariance which are usually called the R and Q variables in the Kalman filter algorithm. Choosing a correct R and Q variable is one of the most important design factors for better performance of the Kalman filter. For this reason, we proposed an improved Kalman filter to advance an ability of noise reduction of the Kalman filter. The measurement noise covariance was only considered because the system architecture is simple and can be adjusted by the neural network. With this method, more accurate data can be obtained with smart RFID tags. In a simulation the proposed improved Kalman filter has 40.1%, 60.4% and 87.5% less Mean Squared Error (MSE) than the conventional Kalman filter method for a temperature sensor, humidity sensor and oxygen sensor, respectively. The performance of the proposed method was also verified with some experiments. PMID:22346641

Improved Kalman filter method for measurement noise reduction in multi sensor RFID systems.

PubMed

Eom, Ki Hwan; Lee, Seung Joon; Kyung, Yeo Sun; Lee, Chang Won; Kim, Min Chul; Jung, Kyung Kwon

2011-01-01

Recently, the range of available radio frequency identification (RFID) tags has been widened to include smart RFID tags which can monitor their varying surroundings. One of the most important factors for better performance of smart RFID system is accurate measurement from various sensors. In the multi-sensing environment, some noisy signals are obtained because of the changing surroundings. We propose in this paper an improved Kalman filter method to reduce noise and obtain correct data. Performance of Kalman filter is determined by a measurement and system noise covariance which are usually called the R and Q variables in the Kalman filter algorithm. Choosing a correct R and Q variable is one of the most important design factors for better performance of the Kalman filter. For this reason, we proposed an improved Kalman filter to advance an ability of noise reduction of the Kalman filter. The measurement noise covariance was only considered because the system architecture is simple and can be adjusted by the neural network. With this method, more accurate data can be obtained with smart RFID tags. In a simulation the proposed improved Kalman filter has 40.1%, 60.4% and 87.5% less mean squared error (MSE) than the conventional Kalman filter method for a temperature sensor, humidity sensor and oxygen sensor, respectively. The performance of the proposed method was also verified with some experiments.

EM algorithm applied for estimating non-stationary region boundaries using electrical impedance tomography

NASA Astrophysics Data System (ADS)

Khambampati, A. K.; Rashid, A.; Kim, B. S.; Liu, Dong; Kim, S.; Kim, K. Y.

2010-04-01

EIT has been used for the dynamic estimation of organ boundaries. One specific application in this context is the estimation of lung boundaries during pulmonary circulation. This would help track the size and shape of lungs of the patients suffering from diseases like pulmonary edema and acute respiratory failure (ARF). The dynamic boundary estimation of the lungs can also be utilized to set and control the air volume and pressure delivered to the patients during artificial ventilation. In this paper, the expectation-maximization (EM) algorithm is used as an inverse algorithm to estimate the non-stationary lung boundary. The uncertainties caused in Kalman-type filters due to inaccurate selection of model parameters are overcome using EM algorithm. Numerical experiments using chest shaped geometry are carried out with proposed method and the performance is compared with extended Kalman filter (EKF). Results show superior performance of EM in estimation of the lung boundary.

Evaluation of the effect of vibration nonlinearity on convergence behavior of adaptive higher harmonic controllers

NASA Technical Reports Server (NTRS)

Molusis, J. A.; Mookerjee, P.; Bar-Shalom, Y.

1983-01-01

Effect of nonlinearity on convergence of the local linear and global linear adaptive controllers is evaluated. A nonlinear helicopter vibration model is selected for the evaluation which has sufficient nonlinearity, including multiple minimum, to assess the vibration reduction capability of the adaptive controllers. The adaptive control algorithms are based upon a linear transfer matrix assumption and the presence of nonlinearity has a significant effect on algorithm behavior. Simulation results are presented which demonstrate the importance of the caution property in the global linear controller. Caution is represented by a time varying rate weighting term in the local linear controller and this improves the algorithm convergence. Nonlinearity in some cases causes Kalman filter divergence. Two forms of the Kalman filter covariance equation are investigated.

Kalman filter tracking on parallel architectures

NASA Astrophysics Data System (ADS)

Cerati, G.; Elmer, P.; Krutelyov, S.; Lantz, S.; Lefebvre, M.; McDermott, K.; Riley, D.; Tadel, M.; Wittich, P.; Wurthwein, F.; Yagil, A.

2017-10-01

We report on the progress of our studies towards a Kalman filter track reconstruction algorithm with optimal performance on manycore architectures. The combinatorial structure of these algorithms is not immediately compatible with an efficient SIMD (or SIMT) implementation; the challenge for us is to recast the existing software so it can readily generate hundreds of shared-memory threads that exploit the underlying instruction set of modern processors. We show how the data and associated tasks can be organized in a way that is conducive to both multithreading and vectorization. We demonstrate very good performance on Intel Xeon and Xeon Phi architectures, as well as promising first results on Nvidia GPUs.

Ballistic missile precession frequency extraction based on the Viterbi & Kalman algorithm

NASA Astrophysics Data System (ADS)

Wu, Longlong; Xie, Yongjie; Xu, Daping; Ren, Li

2015-12-01

Radar Micro-Doppler signatures are of great potential for target detection, classification and recognition. In the mid-course phase, warheads flying outside the atmosphere are usually accompanied by precession. Precession may induce additional frequency modulations on the returned radar signal, which can be regarded as a unique signature and provide additional information that is complementary to existing target recognition methods. The main purpose of this paper is to establish a more actual precession model of conical ballistic missile warhead and extract the precession parameters by utilizing Viterbi & Kalman algorithm, which improving the precession frequency estimation accuracy evidently , especially in low SNR.

A Damping Grid Strapdown Inertial Navigation System Based on a Kalman Filter for Ships in Polar Regions.

PubMed

Huang, Weiquan; Fang, Tao; Luo, Li; Zhao, Lin; Che, Fengzhu

2017-07-03

The grid strapdown inertial navigation system (SINS) used in polar navigation also includes three kinds of periodic oscillation errors as common SINS are based on a geographic coordinate system. Aiming ships which have the external information to conduct a system reset regularly, suppressing the Schuler periodic oscillation is an effective way to enhance navigation accuracy. The Kalman filter based on the grid SINS error model which applies to the ship is established in this paper. The errors of grid-level attitude angles can be accurately estimated when the external velocity contains constant error, and then correcting the errors of the grid-level attitude angles through feedback correction can effectively dampen the Schuler periodic oscillation. The simulation results show that with the aid of external reference velocity, the proposed external level damping algorithm based on the Kalman filter can suppress the Schuler periodic oscillation effectively. Compared with the traditional external level damping algorithm based on the damping network, the algorithm proposed in this paper can reduce the overshoot errors when the state of grid SINS is switched from the non-damping state to the damping state, and this effectively improves the navigation accuracy of the system.

Motion adaptive Kalman filter for super-resolution

NASA Astrophysics Data System (ADS)

Richter, Martin; Nasse, Fabian; Schröder, Hartmut

2011-01-01

Superresolution is a sophisticated strategy to enhance image quality of both low and high resolution video, performing tasks like artifact reduction, scaling and sharpness enhancement in one algorithm, all of them reconstructing high frequency components (above Nyquist frequency) in some way. Especially recursive superresolution algorithms can fulfill high quality aspects because they control the video output using a feed-back loop and adapt the result in the next iteration. In addition to excellent output quality, temporal recursive methods are very hardware efficient and therefore even attractive for real-time video processing. A very promising approach is the utilization of Kalman filters as proposed by Farsiu et al. Reliable motion estimation is crucial for the performance of superresolution. Therefore, robust global motion models are mainly used, but this also limits the application of superresolution algorithm. Thus, handling sequences with complex object motion is essential for a wider field of application. Hence, this paper proposes improvements by extending the Kalman filter approach using motion adaptive variance estimation and segmentation techniques. Experiments confirm the potential of our proposal for ideal and real video sequences with complex motion and further compare its performance to state-of-the-art methods like trainable filters.

The Computational Complexity, Parallel Scalability, and Performance of Atmospheric Data Assimilation Algorithms

NASA Technical Reports Server (NTRS)

Lyster, Peter M.; Guo, J.; Clune, T.; Larson, J. W.; Atlas, Robert (Technical Monitor)

2001-01-01

The computational complexity of algorithms for Four Dimensional Data Assimilation (4DDA) at NASA's Data Assimilation Office (DAO) is discussed. In 4DDA, observations are assimilated with the output of a dynamical model to generate best-estimates of the states of the system. It is thus a mapping problem, whereby scattered observations are converted into regular accurate maps of wind, temperature, moisture and other variables. The DAO is developing and using 4DDA algorithms that provide these datasets, or analyses, in support of Earth System Science research. Two large-scale algorithms are discussed. The first approach, the Goddard Earth Observing System Data Assimilation System (GEOS DAS), uses an atmospheric general circulation model (GCM) and an observation-space based analysis system, the Physical-space Statistical Analysis System (PSAS). GEOS DAS is very similar to global meteorological weather forecasting data assimilation systems, but is used at NASA for climate research. Systems of this size typically run at between 1 and 20 gigaflop/s. The second approach, the Kalman filter, uses a more consistent algorithm to determine the forecast error covariance matrix than does GEOS DAS. For atmospheric assimilation, the gridded dynamical fields typically have More than 10(exp 6) variables, therefore the full error covariance matrix may be in excess of a teraword. For the Kalman filter this problem can easily scale to petaflop/s proportions. We discuss the computational complexity of GEOS DAS and our implementation of the Kalman filter. We also discuss and quantify some of the technical issues and limitations in developing efficient, in terms of wall clock time, and scalable parallel implementations of the algorithms.

Kalman Filter Constraint Tuning for Turbofan Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Dan; Simon, Donald L.

2005-01-01

Kalman filters are often used to estimate the state variables of a dynamic system. However, in the application of Kalman filters some known signal information is often either ignored or dealt with heuristically. For instance, state variable constraints are often neglected because they do not fit easily into the structure of the Kalman filter. Recently published work has shown a new method for incorporating state variable inequality constraints in the Kalman filter, which has been shown to generally improve the filter s estimation accuracy. However, the incorporation of inequality constraints poses some risk to the estimation accuracy as the Kalman filter is theoretically optimal. This paper proposes a way to tune the filter constraints so that the state estimates follow the unconstrained (theoretically optimal) filter when the confidence in the unconstrained filter is high. When confidence in the unconstrained filter is not so high, then we use our heuristic knowledge to constrain the state estimates. The confidence measure is based on the agreement of measurement residuals with their theoretical values. The algorithm is demonstrated on a linearized simulation of a turbofan engine to estimate engine health.

Comparison of Five System Identification Algorithms for Rotorcraft Higher Harmonic Control

NASA Technical Reports Server (NTRS)

Jacklin, Stephen A.

1998-01-01

This report presents an analysis and performance comparison of five system identification algorithms. The methods are presented in the context of identifying a frequency-domain transfer matrix for the higher harmonic control (HHC) of helicopter vibration. The five system identification algorithms include three previously proposed methods: (1) the weighted-least- squares-error approach (in moving-block format), (2) the Kalman filter method, and (3) the least-mean-squares (LMS) filter method. In addition there are two new ones: (4) a generalized Kalman filter method and (5) a generalized LMS filter method. The generalized Kalman filter method and the generalized LMS filter method were derived as extensions of the classic methods to permit identification by using more than one measurement per identification cycle. Simulation results are presented for conditions ranging from the ideal case of a stationary transfer matrix and no measurement noise to the more complex cases involving both measurement noise and transfer-matrix variation. Both open-loop identification and closed- loop identification were simulated. Closed-loop mode identification was more challenging than open-loop identification because of the decreasing signal-to-noise ratio as the vibration became reduced. The closed-loop simulation considered both local-model identification, with measured vibration feedback and global-model identification with feedback of the identified uncontrolled vibration. The algorithms were evaluated in terms of their accuracy, stability, convergence properties, computation speeds, and relative ease of implementation.

Progress in navigation filter estimate fusion and its application to spacecraft rendezvous

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

1994-01-01

A new derivation of an algorithm which fuses the outputs of two Kalman filters is presented within the context of previous research in this field. Unlike other works, this derivation clearly shows the combination of estimates to be optimal, minimizing the trace of the fused covariance matrix. The algorithm assumes that the filters use identical models, and are stable and operating optimally with respect to their own local measurements. Evidence is presented which indicates that the error ellipsoid derived from the covariance of the optimally fused estimate is contained within the intersections of the error ellipsoids of the two filters being fused. Modifications which reduce the algorithm's data transmission requirements are also presented, including a scalar gain approximation, a cross-covariance update formula which employs only the two contributing filters' autocovariances, and a form of the algorithm which can be used to reinitialize the two Kalman filters. A sufficient condition for using the optimally fused estimates to periodically reinitialize the Kalman filters in this fashion is presented and proved as a theorem. When these results are applied to an optimal spacecraft rendezvous problem, simulated performance results indicate that the use of optimally fused data leads to significantly improved robustness to initial target vehicle state errors. The following applications of estimate fusion methods to spacecraft rendezvous are also described: state vector differencing, and redundancy management.

An iterative ensemble quasi-linear data assimilation approach for integrated reservoir monitoring

NASA Astrophysics Data System (ADS)

Li, J. Y.; Kitanidis, P. K.

2013-12-01

Reservoir forecasting and management are increasingly relying on an integrated reservoir monitoring approach, which involves data assimilation to calibrate the complex process of multi-phase flow and transport in the porous medium. The numbers of unknowns and measurements arising in such joint inversion problems are usually very large. The ensemble Kalman filter and other ensemble-based techniques are popular because they circumvent the computational barriers of computing Jacobian matrices and covariance matrices explicitly and allow nonlinear error propagation. These algorithms are very useful but their performance is not well understood and it is not clear how many realizations are needed for satisfactory results. In this presentation we introduce an iterative ensemble quasi-linear data assimilation approach for integrated reservoir monitoring. It is intended for problems for which the posterior or conditional probability density function is not too different from a Gaussian, despite nonlinearity in the state transition and observation equations. The algorithm generates realizations that have the potential to adequately represent the conditional probability density function (pdf). Theoretical analysis sheds light on the conditions under which this algorithm should work well and explains why some applications require very few realizations while others require many. This algorithm is compared with the classical ensemble Kalman filter (Evensen, 2003) and with Gu and Oliver's (2007) iterative ensemble Kalman filter on a synthetic problem of monitoring a reservoir using wellbore pressure and flux data.

A Brain-Machine Interface Operating with a Real-Time Spiking Neural Network Control Algorithm.

PubMed

Dethier, Julie; Nuyujukian, Paul; Eliasmith, Chris; Stewart, Terry; Elassaad, Shauki A; Shenoy, Krishna V; Boahen, Kwabena

2011-01-01

Motor prostheses aim to restore function to disabled patients. Despite compelling proof of concept systems, barriers to clinical translation remain. One challenge is to develop a low-power, fully-implantable system that dissipates only minimal power so as not to damage tissue. To this end, we implemented a Kalman-filter based decoder via a spiking neural network (SNN) and tested it in brain-machine interface (BMI) experiments with a rhesus monkey. The Kalman filter was trained to predict the arm's velocity and mapped on to the SNN using the Neural Engineering Framework (NEF). A 2,000-neuron embedded Matlab SNN implementation runs in real-time and its closed-loop performance is quite comparable to that of the standard Kalman filter. The success of this closed-loop decoder holds promise for hardware SNN implementations of statistical signal processing algorithms on neuromorphic chips, which may offer power savings necessary to overcome a major obstacle to the successful clinical translation of neural motor prostheses.

Evolutionary Dynamic Multiobjective Optimization Via Kalman Filter Prediction.

PubMed

Muruganantham, Arrchana; Tan, Kay Chen; Vadakkepat, Prahlad

2016-12-01

Evolutionary algorithms are effective in solving static multiobjective optimization problems resulting in the emergence of a number of state-of-the-art multiobjective evolutionary algorithms (MOEAs). Nevertheless, the interest in applying them to solve dynamic multiobjective optimization problems has only been tepid. Benchmark problems, appropriate performance metrics, as well as efficient algorithms are required to further the research in this field. One or more objectives may change with time in dynamic optimization problems. The optimization algorithm must be able to track the moving optima efficiently. A prediction model can learn the patterns from past experience and predict future changes. In this paper, a new dynamic MOEA using Kalman filter (KF) predictions in decision space is proposed to solve the aforementioned problems. The predictions help to guide the search toward the changed optima, thereby accelerating convergence. A scoring scheme is devised to hybridize the KF prediction with a random reinitialization method. Experimental results and performance comparisons with other state-of-the-art algorithms demonstrate that the proposed algorithm is capable of significantly improving the dynamic optimization performance.

Analyses of integrated aircraft cabin contaminant monitoring network based on Kalman consensus filter.

PubMed

Wang, Rui; Li, Yanxiao; Sun, Hui; Chen, Zengqiang

2017-11-01

The modern civil aircrafts use air ventilation pressurized cabins subject to the limited space. In order to monitor multiple contaminants and overcome the hypersensitivity of the single sensor, the paper constructs an output correction integrated sensor configuration using sensors with different measurement theories after comparing to other two different configurations. This proposed configuration works as a node in the contaminant distributed wireless sensor monitoring network. The corresponding measurement error models of integrated sensors are also proposed by using the Kalman consensus filter to estimate states and conduct data fusion in order to regulate the single sensor measurement results. The paper develops the sufficient proof of the Kalman consensus filter stability when considering the system and the observation noises and compares the mean estimation and the mean consensus errors between Kalman consensus filter and local Kalman filter. The numerical example analyses show the effectiveness of the algorithm. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Mobile indoor localization using Kalman filter and trilateration technique

NASA Astrophysics Data System (ADS)

Wahid, Abdul; Kim, Su Mi; Choi, Jaeho

2015-12-01

In this paper, an indoor localization method based on Kalman filtered RSSI is presented. The indoor communications environment however is rather harsh to the mobiles since there is a substantial number of objects distorting the RSSI signals; fading and interference are main sources of the distortion. In this paper, a Kalman filter is adopted to filter the RSSI signals and the trilateration method is applied to obtain the robust and accurate coordinates of the mobile station. From the indoor experiments using the WiFi stations, we have found that the proposed algorithm can provide a higher accuracy with relatively lower power consumption in comparison to a conventional method.

Conservation of Mass and Preservation of Positivity with Ensemble-Type Kalman Filter Algorithms

NASA Technical Reports Server (NTRS)

Janjic, Tijana; Mclaughlin, Dennis; Cohn, Stephen E.; Verlaan, Martin

2014-01-01

This paper considers the incorporation of constraints to enforce physically based conservation laws in the ensemble Kalman filter. In particular, constraints are used to ensure that the ensemble members and the ensemble mean conserve mass and remain nonnegative through measurement updates. In certain situations filtering algorithms such as the ensemble Kalman filter (EnKF) and ensemble transform Kalman filter (ETKF) yield updated ensembles that conserve mass but are negative, even though the actual states must be nonnegative. In such situations if negative values are set to zero, or a log transform is introduced, the total mass will not be conserved. In this study, mass and positivity are both preserved by formulating the filter update as a set of quadratic programming problems that incorporate non-negativity constraints. Simple numerical experiments indicate that this approach can have a significant positive impact on the posterior ensemble distribution, giving results that are more physically plausible both for individual ensemble members and for the ensemble mean. In two examples, an update that includes a non-negativity constraint is able to properly describe the transport of a sharp feature (e.g., a triangle or cone). A number of implementation questions still need to be addressed, particularly the need to develop a computationally efficient quadratic programming update for large ensemble.

Parallelized Kalman-Filter-Based Reconstruction of Particle Tracks on Many-Core Architectures

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava

Faced with physical and energy density limitations on clock speed, contemporary microprocessor designers have increasingly turned to on-chip parallelism for performance gains. Examples include the Intel Xeon Phi, GPGPUs, and similar technologies. Algorithms should accordingly be designed with ample amounts of fine-grained parallelism if they are to realize the full performance of the hardware. This requirement can be challenging for algorithms that are naturally expressed as a sequence of small-matrix operations, such as the Kalman filter methods widely in use in high-energy physics experiments. In the High-Luminosity Large Hadron Collider (HL-LHC), for example, one of the dominant computational problems ismore » expected to be finding and fitting charged-particle tracks during event reconstruction; today, the most common track-finding methods are those based on the Kalman filter. Experience at the LHC, both in the trigger and offline, has shown that these methods are robust and provide high physics performance. Previously we reported the significant parallel speedups that resulted from our efforts to adapt Kalman-filter-based tracking to many-core architectures such as Intel Xeon Phi. Here we report on how effectively those techniques can be applied to more realistic detector configurations and event complexity.« less

An Extended Kalman Filter-Based Attitude Tracking Algorithm for Star Sensors

PubMed Central

Li, Jian; Wei, Xinguo; Zhang, Guangjun

2017-01-01

Efficiency and reliability are key issues when a star sensor operates in tracking mode. In the case of high attitude dynamics, the performance of existing attitude tracking algorithms degenerates rapidly. In this paper an extended Kalman filtering-based attitude tracking algorithm is presented. The star sensor is modeled as a nonlinear stochastic system with the state estimate providing the three degree-of-freedom attitude quaternion and angular velocity. The star positions in the star image are predicted and measured to estimate the optimal attitude. Furthermore, all the cataloged stars observed in the sensor field-of-view according the predicted image motion are accessed using a catalog partition table to speed up the tracking, called star mapping. Software simulation and night-sky experiment are performed to validate the efficiency and reliability of the proposed method. PMID:28825684

An Extended Kalman Filter-Based Attitude Tracking Algorithm for Star Sensors.

PubMed

Li, Jian; Wei, Xinguo; Zhang, Guangjun

2017-08-21

Efficiency and reliability are key issues when a star sensor operates in tracking mode. In the case of high attitude dynamics, the performance of existing attitude tracking algorithms degenerates rapidly. In this paper an extended Kalman filtering-based attitude tracking algorithm is presented. The star sensor is modeled as a nonlinear stochastic system with the state estimate providing the three degree-of-freedom attitude quaternion and angular velocity. The star positions in the star image are predicted and measured to estimate the optimal attitude. Furthermore, all the cataloged stars observed in the sensor field-of-view according the predicted image motion are accessed using a catalog partition table to speed up the tracking, called star mapping. Software simulation and night-sky experiment are performed to validate the efficiency and reliability of the proposed method.

Joint compensation scheme of polarization crosstalk, intersymbol interference, frequency offset, and phase noise based on cascaded Kalman filter

NASA Astrophysics Data System (ADS)

Zhang, Qun; Yang, Yanfu; Xiang, Qian; Zhou, Zhongqing; Yao, Yong

2018-02-01

A joint compensation scheme based on cascaded Kalman filter is proposed, which can implement polarization tracking, channel equalization, frequency offset, and phase noise compensation simultaneously. The experimental results show that the proposed algorithm can not only compensate multiple channel impairments simultaneously but also improve the polarization tracking capacity and accelerate the convergence speed. The scheme has up to eight times faster convergence speed compared with radius-directed equalizer (RDE) + Max-FFT (maximum fast Fourier transform) + BPS (blind phase search) and can track up polarization rotation 60 times and 15 times faster than that of RDE + Max-FFT + BPS and CMMA (cascaded multimodulus algorithm) + Max-FFT + BPS, respectively.

Adaptive Kalman filter for indoor localization using Bluetooth Low Energy and inertial measurement unit.

PubMed

Yoon, Paul K; Zihajehzadeh, Shaghayegh; Bong-Soo Kang; Park, Edward J

2015-08-01

This paper proposes a novel indoor localization method using the Bluetooth Low Energy (BLE) and an inertial measurement unit (IMU). The multipath and non-line-of-sight errors from low-power wireless localization systems commonly result in outliers, affecting the positioning accuracy. We address this problem by adaptively weighting the estimates from the IMU and BLE in our proposed cascaded Kalman filter (KF). The positioning accuracy is further improved with the Rauch-Tung-Striebel smoother. The performance of the proposed algorithm is compared against that of the standard KF experimentally. The results show that the proposed algorithm can maintain high accuracy for position tracking the sensor in the presence of the outliers.

Design considerations for a suboptimal Kalman filter

NASA Astrophysics Data System (ADS)

Difilippo, D. J.

1995-06-01

In designing a suboptimal Kalman filter, the designer must decide how to simplify the system error model without causing the filter estimation errors to increase to unacceptable levels. Deletion of certain error states and decoupling of error state dynamics are the two principal model simplifications that are commonly used in suboptimal filter design. For the most part, the decisions as to which error states can be deleted or decoupled are based on the designer's understanding of the physics of the particular system. Consequently, the details of a suboptimal design are usually unique to the specific application. In this paper, the process of designing a suboptimal Kalman filter is illustrated for the case of an airborne transfer-of-alignment (TOA) system used for synthetic aperture radar (SAR) motion compensation. In this application, the filter must continuously transfer the alignment of an onboard Doppler-damped master inertial navigation system (INS) to a strapdown navigator that processes information from a less accurate inertial measurement unit (IMU) mounted on the radar antenna. The IMU is used to measure spurious antenna motion during the SAR imaging interval, so that compensating phase corrections can be computed and applied to the radar returns, thereby presenting image degradation that would otherwise result from such motions. The principles of SAR are described in many references, for instance. The primary function of the TOA Kalman filter in a SAR motion compensation system is to control strapdown navigator attitude errors, and to a less degree, velocity and heading errors. Unlike a classical navigation application, absolute positional accuracy is not important. The motion compensation requirements for SAR imaging are discussed in some detail. This TOA application is particularly appropriate as a vehicle for discussing suboptimal filter design, because the system contains features that can be exploited to allow both deletion and decoupling of error states. In Section 2, a high-level background description of a SAR motion compensation system that incorporates a TOA Kalman filter is given. The optimal TOA filter design is presented in Section 3 with some simulation results to indicate potential filter performance. In Section 4, the suboptimal Kalman filter configuration is derived. Simulation results are also shown in this section to allow comparision between suboptimal and optimal filter performances. Conclusions are contained in Section 5.

An innovative information fusion method with adaptive Kalman filter for integrated INS/GPS navigation of autonomous vehicles

NASA Astrophysics Data System (ADS)

Liu, Yahui; Fan, Xiaoqian; Lv, Chen; Wu, Jian; Li, Liang; Ding, Dawei

2018-02-01

Information fusion method of INS/GPS navigation system based on filtering technology is a research focus at present. In order to improve the precision of navigation information, a navigation technology based on Adaptive Kalman Filter with attenuation factor is proposed to restrain noise in this paper. The algorithm continuously updates the measurement noise variance and processes noise variance of the system by collecting the estimated and measured values, and this method can suppress white noise. Because a measured value closer to the current time would more accurately reflect the characteristics of the noise, an attenuation factor is introduced to increase the weight of the current value, in order to deal with the noise variance caused by environment disturbance. To validate the effectiveness of the proposed algorithm, a series of road tests are carried out in urban environment. The GPS and IMU data of the experiments were collected and processed by dSPACE and MATLAB/Simulink. Based on the test results, the accuracy of the proposed algorithm is 20% higher than that of a traditional Adaptive Kalman Filter. It also shows that the precision of the integrated navigation can be improved due to the reduction of the influence of environment noise.

Fusion of Low-Cost Imaging and Inertial Sensors for Navigation

DTIC Science & Technology

2007-01-01

an Integrated GPS/MEMS Inertial Navigation Pack- age. In Proceedings of ION GNSS 2004, pp. 825–832, September 2004. [3] R. G. Brown and P. Y. Hwang ...track- ing, with no a priori knowledge is provided in [13]. An on- line (Extended Kalman Filter-based) method for calculat- ing a trajectory by tracking...transformation, effectively constraining the resulting correspondence search space. The algorithm was incorporated into an extended Kalman filter and

Inertial sensor-based smoother for gait analysis.

PubMed

Suh, Young Soo

2014-12-17

An off-line smoother algorithm is proposed to estimate foot motion using an inertial sensor unit (three-axis gyroscopes and accelerometers) attached to a shoe. The smoother gives more accurate foot motion estimation than filter-based algorithms by using all of the sensor data instead of using the current sensor data. The algorithm consists of two parts. In the first part, a Kalman filter is used to obtain initial foot motion estimation. In the second part, the error in the initial estimation is compensated using a smoother, where the problem is formulated in the quadratic optimization problem. An efficient solution of the quadratic optimization problem is given using the sparse structure. Through experiments, it is shown that the proposed algorithm can estimate foot motion more accurately than a filter-based algorithm with reasonable computation time. In particular, there is significant improvement in the foot motion estimation when the foot is moving off the floor: the z-axis position error squared sum (total time: 3.47 s) when the foot is in the air is 0.0807 m2 (Kalman filter) and 0.0020 m2 (the proposed smoother).

Using frequency analysis to improve the precision of human body posture algorithms based on Kalman filters.

PubMed

Olivares, Alberto; Górriz, J M; Ramírez, J; Olivares, G

2016-05-01

With the advent of miniaturized inertial sensors many systems have been developed within the last decade to study and analyze human motion and posture, specially in the medical field. Data measured by the sensors are usually processed by algorithms based on Kalman Filters in order to estimate the orientation of the body parts under study. These filters traditionally include fixed parameters, such as the process and observation noise variances, whose value has large influence in the overall performance. It has been demonstrated that the optimal value of these parameters differs considerably for different motion intensities. Therefore, in this work, we show that, by applying frequency analysis to determine motion intensity, and varying the formerly fixed parameters accordingly, the overall precision of orientation estimation algorithms can be improved, therefore providing physicians with reliable objective data they can use in their daily practice. Copyright © 2015 Elsevier Ltd. All rights reserved.

Nonlinear unbiased minimum-variance filter for Mars entry autonomous navigation under large uncertainties and unknown measurement bias.

PubMed

Xiao, Mengli; Zhang, Yongbo; Fu, Huimin; Wang, Zhihua

2018-05-01

High-precision navigation algorithm is essential for the future Mars pinpoint landing mission. The unknown inputs caused by large uncertainties of atmospheric density and aerodynamic coefficients as well as unknown measurement biases may cause large estimation errors of conventional Kalman filters. This paper proposes a derivative-free version of nonlinear unbiased minimum variance filter for Mars entry navigation. This filter has been designed to solve this problem by estimating the state and unknown measurement biases simultaneously with derivative-free character, leading to a high-precision algorithm for the Mars entry navigation. IMU/radio beacons integrated navigation is introduced in the simulation, and the result shows that with or without radio blackout, our proposed filter could achieve an accurate state estimation, much better than the conventional unscented Kalman filter, showing the ability of high-precision Mars entry navigation algorithm. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Input Forces Estimation for Nonlinear Systems by Applying a Square-Root Cubature Kalman Filter.

PubMed

Song, Xuegang; Zhang, Yuexin; Liang, Dakai

2017-10-10

This work presents a novel inverse algorithm to estimate time-varying input forces in nonlinear beam systems. With the system parameters determined, the input forces can be estimated in real-time from dynamic responses, which can be used for structural health monitoring. In the process of input forces estimation, the Runge-Kutta fourth-order algorithm was employed to discretize the state equations; a square-root cubature Kalman filter (SRCKF) was employed to suppress white noise; the residual innovation sequences, a priori state estimate, gain matrix, and innovation covariance generated by SRCKF were employed to estimate the magnitude and location of input forces by using a nonlinear estimator. The nonlinear estimator was based on the least squares method. Numerical simulations of a large deflection beam and an experiment of a linear beam constrained by a nonlinear spring were employed. The results demonstrated accuracy of the nonlinear algorithm.

State estimation of stochastic non-linear hybrid dynamic system using an interacting multiple model algorithm.

PubMed

Elenchezhiyan, M; Prakash, J

2015-09-01

In this work, state estimation schemes for non-linear hybrid dynamic systems subjected to stochastic state disturbances and random errors in measurements using interacting multiple-model (IMM) algorithms are formulated. In order to compute both discrete modes and continuous state estimates of a hybrid dynamic system either an IMM extended Kalman filter (IMM-EKF) or an IMM based derivative-free Kalman filters is proposed in this study. The efficacy of the proposed IMM based state estimation schemes is demonstrated by conducting Monte-Carlo simulation studies on the two-tank hybrid system and switched non-isothermal continuous stirred tank reactor system. Extensive simulation studies reveal that the proposed IMM based state estimation schemes are able to generate fairly accurate continuous state estimates and discrete modes. In the presence and absence of sensor bias, the simulation studies reveal that the proposed IMM unscented Kalman filter (IMM-UKF) based simultaneous state and parameter estimation scheme outperforms multiple-model UKF (MM-UKF) based simultaneous state and parameter estimation scheme. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

Kalman filtered MR temperature imaging for laser induced thermal therapies.

PubMed

Fuentes, D; Yung, J; Hazle, J D; Weinberg, J S; Stafford, R J

2012-04-01

The feasibility of using a stochastic form of Pennes bioheat model within a 3-D finite element based Kalman filter (KF) algorithm is critically evaluated for the ability to provide temperature field estimates in the event of magnetic resonance temperature imaging (MRTI) data loss during laser induced thermal therapy (LITT). The ability to recover missing MRTI data was analyzed by systematically removing spatiotemporal information from a clinical MR-guided LITT procedure in human brain and comparing predictions in these regions to the original measurements. Performance was quantitatively evaluated in terms of a dimensionless L(2) (RMS) norm of the temperature error weighted by acquisition uncertainty. During periods of no data corruption, observed error histories demonstrate that the Kalman algorithm does not alter the high quality temperature measurement provided by MR thermal imaging. The KF-MRTI implementation considered is seen to predict the bioheat transfer with RMS error < 4 for a short period of time, ∆t < 10 s, until the data corruption subsides. In its present form, the KF-MRTI method currently fails to compensate for consecutive for consecutive time periods of data loss ∆t > 10 sec.

Phase unwrapping algorithm using polynomial phase approximation and linear Kalman filter.

PubMed

Kulkarni, Rishikesh; Rastogi, Pramod

2018-02-01

A noise-robust phase unwrapping algorithm is proposed based on state space analysis and polynomial phase approximation using wrapped phase measurement. The true phase is approximated as a two-dimensional first order polynomial function within a small sized window around each pixel. The estimates of polynomial coefficients provide the measurement of phase and local fringe frequencies. A state space representation of spatial phase evolution and the wrapped phase measurement is considered with the state vector consisting of polynomial coefficients as its elements. Instead of using the traditional nonlinear Kalman filter for the purpose of state estimation, we propose to use the linear Kalman filter operating directly with the wrapped phase measurement. The adaptive window width is selected at each pixel based on the local fringe density to strike a balance between the computation time and the noise robustness. In order to retrieve the unwrapped phase, either a line-scanning approach or a quality guided strategy of pixel selection is used depending on the underlying continuous or discontinuous phase distribution, respectively. Simulation and experimental results are provided to demonstrate the applicability of the proposed method.

A Comprehensive Motion Estimation Technique for the Improvement of EIS Methods Based on the SURF Algorithm and Kalman Filter.

PubMed

Cheng, Xuemin; Hao, Qun; Xie, Mengdi

2016-04-07

Video stabilization is an important technology for removing undesired motion in videos. This paper presents a comprehensive motion estimation method for electronic image stabilization techniques, integrating the speeded up robust features (SURF) algorithm, modified random sample consensus (RANSAC), and the Kalman filter, and also taking camera scaling and conventional camera translation and rotation into full consideration. Using SURF in sub-pixel space, feature points were located and then matched. The false matched points were removed by modified RANSAC. Global motion was estimated by using the feature points and modified cascading parameters, which reduced the accumulated errors in a series of frames and improved the peak signal to noise ratio (PSNR) by 8.2 dB. A specific Kalman filter model was established by considering the movement and scaling of scenes. Finally, video stabilization was achieved with filtered motion parameters using the modified adjacent frame compensation. The experimental results proved that the target images were stabilized even when the vibrating amplitudes of the video become increasingly large.

Use of the Kalman Filter for Aortic Pressure Waveform Noise Reduction

PubMed Central

Lu, Hsiang-Wei; Wu, Chung-Che; Aliyazicioglu, Zekeriya; Kang, James S.

2017-01-01

Clinical applications that require extraction and interpretation of physiological signals or waveforms are susceptible to corruption by noise or artifacts. Real-time hemodynamic monitoring systems are important for clinicians to assess the hemodynamic stability of surgical or intensive care patients by interpreting hemodynamic parameters generated by an analysis of aortic blood pressure (ABP) waveform measurements. Since hemodynamic parameter estimation algorithms often detect events and features from measured ABP waveforms to generate hemodynamic parameters, noise and artifacts integrated into ABP waveforms can severely distort the interpretation of hemodynamic parameters by hemodynamic algorithms. In this article, we propose the use of the Kalman filter and the 4-element Windkessel model with static parameters, arterial compliance C, peripheral resistance R, aortic impedance r, and the inertia of blood L, to represent aortic circulation for generating accurate estimations of ABP waveforms through noise and artifact reduction. Results show the Kalman filter could very effectively eliminate noise and generate a good estimation from the noisy ABP waveform based on the past state history. The power spectrum of the measured ABP waveform and the synthesized ABP waveform shows two similar harmonic frequencies. PMID:28611850

Quaternion normalization in additive EKF for spacecraft attitude determination. [Extended Kalman Filters

NASA Technical Reports Server (NTRS)

Bar-Itzhack, I. Y.; Deutschmann, J.; Markley, F. L.

1991-01-01

This work introduces, examines and compares several quaternion normalization algorithms, which are shown to be an effective stage in the application of the additive extended Kalman filter to spacecraft attitude determination, which is based on vector measurements. Three new normalization schemes are introduced. They are compared with one another and with the known brute force normalization scheme, and their efficiency is examined. Simulated satellite data are used to demonstate the performance of all four schemes.

Two-Dimensional Stochastic Projections for Tight Integration of Optical and Inertial Sensors for Navigation

DTIC Science & Technology

2007-01-01

Intelligent Robots and Systems, vol- ume 1, pp. 123–128, September 2002. [2] R. G. Brown and P. Y. Hwang . Introduction to Ran- dom Signals and Applied... Kalman Filter-based) method for calculat- ing a trajectory by tracking features at an unknown location on the Earth’s surface, provided the topography...Extended Kalman Filter (EKF) and an automatic target tracking algorithm. In the following section, the integration architecture is presented, which in

An introduction of component fusion extend Kalman filtering method

NASA Astrophysics Data System (ADS)

Geng, Yue; Lei, Xusheng

2018-05-01

In this paper, the Component Fusion Extend Kalman Filtering (CFEKF) algorithm is proposed. Assuming each component of error propagation are independent with Gaussian distribution. The CFEKF can be obtained through the maximum likelihood of propagation error, which can adjust the state transition matrix and the measured matrix adaptively. With minimize linearization error, CFEKF can an effectively improve the estimation accuracy of nonlinear system state. The computation of CFEKF is similar to EKF which is easy for application.

Joint polarization tracking and channel equalization based on radius-directed linear Kalman filter

NASA Astrophysics Data System (ADS)

Zhang, Qun; Yang, Yanfu; Zhong, Kangping; Liu, Jie; Wu, Xiong; Yao, Yong

2018-01-01

We propose a joint polarization tracking and channel equalization scheme based on radius-directed linear Kalman filter (RD-LKF) by introducing the butterfly finite-impulse-response (FIR) filter in our previously proposed RD-LKF method. Along with the fast polarization tracking, it can also simultaneously compensate the inter-symbol interference (ISI) effects including residual chromatic dispersion and polarization mode dispersion. Compared with the conventional radius-directed equalizer (RDE) algorithm, it is demonstrated experimentally that three times faster convergence speed, one order of magnitude better tracking capability, and better BER performance is obtained in polarization division multiplexing 16 quadrature amplitude modulation system. Besides, the influences of the algorithm parameters on the convergence and the tracking performance are investigated by numerical simulation.

Human movement tracking based on Kalman filter

NASA Astrophysics Data System (ADS)

Zhang, Yi; Luo, Yuan

2006-11-01

During the rehabilitation process of the post-stroke patients is conducted, their movements need to be localized and learned so that incorrect movement can be instantly modified or tuned. Therefore, tracking these movement becomes vital and necessary for the rehabilitative course. In the technologies of human movement tracking, the position prediction of human movement is very important. In this paper, we first analyze the configuration of the human movement system and choice of sensors. Then, The Kalman filter algorithm and its modified algorithm are proposed and to be used to predict the position of human movement. In the end, on the basis of analyzing the performance of the method, it is clear that the method described can be used to the system of human movement tracking.

Autonomous Locator of Thermals (ALOFT) Autonomous Soaring Algorithm

DTIC Science & Technology

2015-04-03

estimator used on the NRL CICADA Mk 3 micro air vehicle [13]. An extended Kalman filter (EKF) was designed to estimate the airspeed sensor bias and...Boulder, 2007. ALOFT Autonomous Soaring Algorithm 31 13. A.D. Kahn and D.J. Edwards, “Navigation, Guidance and Control for the CICADA Expendable

A Strapdown Interial Navigation System/Beidou/Doppler Velocity Log Integrated Navigation Algorithm Based on a Cubature Kalman Filter

PubMed Central

Gao, Wei; Zhang, Ya; Wang, Jianguo

2014-01-01

The integrated navigation system with strapdown inertial navigation system (SINS), Beidou (BD) receiver and Doppler velocity log (DVL) can be used in marine applications owing to the fact that the redundant and complementary information from different sensors can markedly improve the system accuracy. However, the existence of multisensor asynchrony will introduce errors into the system. In order to deal with the problem, conventionally the sampling interval is subdivided, which increases the computational complexity. In this paper, an innovative integrated navigation algorithm based on a Cubature Kalman filter (CKF) is proposed correspondingly. A nonlinear system model and observation model for the SINS/BD/DVL integrated system are established to more accurately describe the system. By taking multi-sensor asynchronization into account, a new sampling principle is proposed to make the best use of each sensor's information. Further, CKF is introduced in this new algorithm to enable the improvement of the filtering accuracy. The performance of this new algorithm has been examined through numerical simulations. The results have shown that the positional error can be effectively reduced with the new integrated navigation algorithm. Compared with the traditional algorithm based on EKF, the accuracy of the SINS/BD/DVL integrated navigation system is improved, making the proposed nonlinear integrated navigation algorithm feasible and efficient. PMID:24434842

Design of a TDOA location engine and development of a location system based on chirp spread spectrum.

PubMed

Wang, Rui-Rong; Yu, Xiao-Qing; Zheng, Shu-Wang; Ye, Yang

2016-01-01

Location based services (LBS) provided by wireless sensor networks have garnered a great deal of attention from researchers and developers in recent years. Chirp spread spectrum (CSS) signaling formatting with time difference of arrival (TDOA) ranging technology is an effective LBS technique in regards to positioning accuracy, cost, and power consumption. The design and implementation of the location engine and location management based on TDOA location algorithms were the focus of this study; as the core of the system, the location engine was designed as a series of location algorithms and smoothing algorithms. To enhance the location accuracy, a Kalman filter algorithm and moving weighted average technique were respectively applied to smooth the TDOA range measurements and location results, which are calculated by the cooperation of a Kalman TDOA algorithm and a Taylor TDOA algorithm. The location management server, the information center of the system, was designed with Data Server and Mclient. To evaluate the performance of the location algorithms and the stability of the system software, we used a Nanotron nanoLOC Development Kit 3.0 to conduct indoor and outdoor location experiments. The results indicated that the location system runs stably with high accuracy at absolute error below 0.6 m.

Robust fundamental frequency estimation in sustained vowels: Detailed algorithmic comparisons and information fusion with adaptive Kalman filtering

PubMed Central

Tsanas, Athanasios; Zañartu, Matías; Little, Max A.; Fox, Cynthia; Ramig, Lorraine O.; Clifford, Gari D.

2014-01-01

There has been consistent interest among speech signal processing researchers in the accurate estimation of the fundamental frequency (F0) of speech signals. This study examines ten F0 estimation algorithms (some well-established and some proposed more recently) to determine which of these algorithms is, on average, better able to estimate F0 in the sustained vowel /a/. Moreover, a robust method for adaptively weighting the estimates of individual F0 estimation algorithms based on quality and performance measures is proposed, using an adaptive Kalman filter (KF) framework. The accuracy of the algorithms is validated using (a) a database of 117 synthetic realistic phonations obtained using a sophisticated physiological model of speech production and (b) a database of 65 recordings of human phonations where the glottal cycles are calculated from electroglottograph signals. On average, the sawtooth waveform inspired pitch estimator and the nearly defect-free algorithms provided the best individual F0 estimates, and the proposed KF approach resulted in a ∼16% improvement in accuracy over the best single F0 estimation algorithm. These findings may be useful in speech signal processing applications where sustained vowels are used to assess vocal quality, when very accurate F0 estimation is required. PMID:24815269

Implementation of a parallel protein structure alignment service on cloud.

PubMed

Hung, Che-Lun; Lin, Yaw-Ling

2013-01-01

Protein structure alignment has become an important strategy by which to identify evolutionary relationships between protein sequences. Several alignment tools are currently available for online comparison of protein structures. In this paper, we propose a parallel protein structure alignment service based on the Hadoop distribution framework. This service includes a protein structure alignment algorithm, a refinement algorithm, and a MapReduce programming model. The refinement algorithm refines the result of alignment. To process vast numbers of protein structures in parallel, the alignment and refinement algorithms are implemented using MapReduce. We analyzed and compared the structure alignments produced by different methods using a dataset randomly selected from the PDB database. The experimental results verify that the proposed algorithm refines the resulting alignments more accurately than existing algorithms. Meanwhile, the computational performance of the proposed service is proportional to the number of processors used in our cloud platform.

Implementation of a Parallel Protein Structure Alignment Service on Cloud

PubMed Central

Hung, Che-Lun; Lin, Yaw-Ling

2013-01-01

Protein structure alignment has become an important strategy by which to identify evolutionary relationships between protein sequences. Several alignment tools are currently available for online comparison of protein structures. In this paper, we propose a parallel protein structure alignment service based on the Hadoop distribution framework. This service includes a protein structure alignment algorithm, a refinement algorithm, and a MapReduce programming model. The refinement algorithm refines the result of alignment. To process vast numbers of protein structures in parallel, the alignment and refinement algorithms are implemented using MapReduce. We analyzed and compared the structure alignments produced by different methods using a dataset randomly selected from the PDB database. The experimental results verify that the proposed algorithm refines the resulting alignments more accurately than existing algorithms. Meanwhile, the computational performance of the proposed service is proportional to the number of processors used in our cloud platform. PMID:23671842

Adaptive Reception for Underwater Communications

DTIC Science & Technology

2011-06-01

Experimental results prove the effectiveness of the receiver. 14. SUBJECT TERMS Underwater acoustic communications, adaptive algorithms , Kalman filter...the update algorithm design and the value of the spatial diversity are addressed. In this research, an adaptive multichannel equalizer made up of a...for the time-varying nature of the channel is to use an Adaptive Decision Feedback Equalizer based on either the RLS or LMS algorithm . Although this

Monocular Visual Odometry Based on Trifocal Tensor Constraint

NASA Astrophysics Data System (ADS)

Chen, Y. J.; Yang, G. L.; Jiang, Y. X.; Liu, X. Y.

2018-02-01

For the problem of real-time precise localization in the urban street, a monocular visual odometry based on Extend Kalman fusion of optical-flow tracking and trifocal tensor constraint is proposed. To diminish the influence of moving object, such as pedestrian, we estimate the motion of the camera by extracting the features on the ground, which improves the robustness of the system. The observation equation based on trifocal tensor constraint is derived, which can form the Kalman filter alone with the state transition equation. An Extend Kalman filter is employed to cope with the nonlinear system. Experimental results demonstrate that, compares with Yu’s 2-step EKF method, the algorithm is more accurate which meets the needs of real-time accurate localization in cities.

Robust Battery Fuel Gauge Algorithm Development, Part 3: State of Charge Tracking

DTIC Science & Technology

2014-10-19

X. Zhang, F. Sun, and J. Fan, “State-of-charge estimation of the lithium - ion battery using an adaptive extended kalman filter based on an improved...framework with ex- tended kalman filter for lithium - ion battery soc and capacity estimation,” Applied Energy, vol. 92, pp. 694–704, 2012. [16] X. Hu, F...Sun, and Y. Zou, “Estimation of state of charge of a lithium - ion battery pack for electric vehicles using an adaptive luenberger observer,” Energies

Application of Ensemble Kalman Filter in Power System State Tracking and Sensitivity

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Yulan; Huang, Zhenyu; Zhou, Ning

2012-05-01

Ensemble Kalman Filter (EnKF) is proposed to track dynamic states of generators. The algorithm of EnKF and its application to generator state tracking are presented in detail. The accuracy and sensitivity of the method are analyzed with respect to initial state errors, measurement noise, unknown fault locations, time steps and parameter errors. It is demonstrated through simulation studies that even with some errors in the parameters, the developed EnKF can effectively track generator dynamic states using disturbance data.

Kalman Filter Tracking on Parallel Architectures

NASA Astrophysics Data System (ADS)

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava; Lantz, Steven; Lefebvre, Matthieu; McDermott, Kevin; Riley, Daniel; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi

2016-11-01

Power density constraints are limiting the performance improvements of modern CPUs. To address this we have seen the introduction of lower-power, multi-core processors such as GPGPU, ARM and Intel MIC. In order to achieve the theoretical performance gains of these processors, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High-Luminosity Large Hadron Collider (HL-LHC), for example, this will be by far the dominant problem. The need for greater parallelism has driven investigations of very different track finding techniques such as Cellular Automata or Hough Transforms. The most common track finding techniques in use today, however, are those based on a Kalman filter approach. Significant experience has been accumulated with these techniques on real tracking detector systems, both in the trigger and offline. They are known to provide high physics performance, are robust, and are in use today at the LHC. Given the utility of the Kalman filter in track finding, we have begun to port these algorithms to parallel architectures, namely Intel Xeon and Xeon Phi. We report here on our progress towards an end-to-end track reconstruction algorithm fully exploiting vectorization and parallelization techniques in a simplified experimental environment.

An adaptive Kalman filter technique for context-aware heart rate monitoring.

PubMed

Xu, Min; Goldfain, Albert; Dellostritto, Jim; Iyengar, Satish

2012-01-01

Traditional physiological monitoring systems convert a person's vital sign waveforms, such as heart rate, respiration rate and blood pressure, into meaningful information by comparing the instant reading with a preset threshold or a baseline without considering the contextual information of the person. It would be beneficial to incorporate the contextual data such as activity status of the person to the physiological data in order to obtain a more accurate representation of a person's physiological status. In this paper, we proposed an algorithm based on adaptive Kalman filter that describes the heart rate response with respect to different activity levels. It is towards our final goal of intelligent detection of any abnormality in the person's vital signs. Experimental results are provided to demonstrate the feasibility of the algorithm.

LHCb Kalman Filter cross architecture studies

NASA Astrophysics Data System (ADS)

Cámpora Pérez, Daniel Hugo

2017-10-01

The 2020 upgrade of the LHCb detector will vastly increase the rate of collisions the Online system needs to process in software, in order to filter events in real time. 30 million collisions per second will pass through a selection chain, where each step is executed conditional to its prior acceptance. The Kalman Filter is a fit applied to all reconstructed tracks which, due to its time characteristics and early execution in the selection chain, consumes 40% of the whole reconstruction time in the current trigger software. This makes the Kalman Filter a time-critical component as the LHCb trigger evolves into a full software trigger in the Upgrade. I present a new Kalman Filter algorithm for LHCb that can efficiently make use of any kind of SIMD processor, and its design is explained in depth. Performance benchmarks are compared between a variety of hardware architectures, including x86_64 and Power8, and the Intel Xeon Phi accelerator, and the suitability of said architectures to efficiently perform the LHCb Reconstruction process is determined.

An Adaptive Kalman Filter using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

A novel algorithm for laser self-mixing sensors used with the Kalman filter to measure displacement

NASA Astrophysics Data System (ADS)

Sun, Hui; Liu, Ji-Gou

2018-07-01

This paper proposes a simple and effective method for estimating the feedback level factor C in a self-mixing interferometric sensor. It is used with a Kalman filter to retrieve the displacement. Without the complicated and onerous calculation process of the general C estimation method, a final equation is obtained. Thus, the estimation of C only involves a few simple calculations. It successfully retrieves the sinusoidal and aleatory displacement by means of simulated self-mixing signals in both weak and moderate feedback regimes. To deal with the errors resulting from noise and estimate bias of C and to further improve the retrieval precision, a Kalman filter is employed following the general phase unwrapping method. The simulation and experiment results show that the retrieved displacement using the C obtained with the proposed method is comparable to the joint estimation of C and α. Besides, the Kalman filter can significantly decrease measurement errors, especially the error caused by incorrectly locating the peak and valley positions of the signal.

Fractional kalman filter to estimate the concentration of air pollution

NASA Astrophysics Data System (ADS)

Vita Oktaviana, Yessy; Apriliani, Erna; Khusnul Arif, Didik

2018-04-01

Air pollution problem gives important effect in quality environment and quality of human’s life. Air pollution can be caused by nature sources or human activities. Pollutant for example Ozone, a harmful gas formed by NOx and volatile organic compounds (VOCs) emitted from various sources. The air pollution problem can be modeled by TAPM-CTM (The Air Pollution Model with Chemical Transport Model). The model shows concentration of pollutant in the air. Therefore, it is important to estimate concentration of air pollutant. Estimation method can be used for forecast pollutant concentration in future and keep stability of air quality. In this research, an algorithm is developed, based on Fractional Kalman Filter to solve the model of air pollution’s problem. The model will be discretized first and then it will be estimated by the method. The result shows that estimation of Fractional Kalman Filter has better accuracy than estimation of Kalman Filter. The accuracy was tested by applying RMSE (Root Mean Square Error).

Kalman filters for assimilating near-surface observations in the Richards equation - Part 2: A dual filter approach for simultaneous retrieval of states and parameters

NASA Astrophysics Data System (ADS)

Medina, H.; Romano, N.; Chirico, G. B.

2012-12-01

We present a dual Kalman Filter (KF) approach for retrieving states and parameters controlling soil water dynamics in a homogenous soil column by using near-surface state observations. The dual Kalman filter couples a standard KF algorithm for retrieving the states and an unscented KF algorithm for retrieving the parameters. We examine the performance of the dual Kalman Filter applied to two alternative state-space formulations of the Richards equation, respectively differentiated by the type of variable employed for representing the states: either the soil water content (θ) or the soil matric pressure head (h). We use a synthetic time-series series of true states and noise corrupted observations and a synthetic time-series of meteorological forcing. The performance analyses account for the effect of the input parameters, the observation depth and the assimilation frequency as well as the relationship between the retrieved states and the assimilated variables. We show that the identifiability of the parameters is strongly conditioned by several factors, such as the initial guess of the unknown parameters, the wet or dry range of the retrieved states, the boundary conditions, as well as the form (h-based or θ-based) of the state-space formulation. State identifiability is instead efficient even with a relatively coarse time-resolution of the assimilated observation. The accuracy of the retrieved states exhibits limited sensitivity to the observation depth and the assimilation frequency.

Kinematic Localization for Global Navigation Satellite Systems: A Kalman Filtering Approach

NASA Astrophysics Data System (ADS)

Tabatabaee, Mohammad Hadi

Use of the Global Positioning System (GNSS) has expanded significantly in the past decade, especially with advances in embedded systems and the emergence of smartphones and the Internet of Things (IoT). The growing demand has stimulated research on development of GNSS techniques and programming tools. The focus of much of the research efforts have been on high-level algorithms and augmentations. This dissertation focuses on the low-level methods at the heart of GNSS systems and proposes a new methods for GNSS positioning problems based on concepts of distance geometry and the use of Kalman filters. The methods presented in this dissertation provide algebraic solutions to problems that have predominantly been solved using iterative methods. The proposed methods are highly efficient, provide accurate estimates, and exhibit a degree of robustness in the presence of unfavorable satellite geometry. The algorithm operates in two stages; an estimation of the receiver clock bias and removal of the bias from the pseudorange observables, followed by the localization of the GNSS receiver. The use of a Kalman filter in between the two stages allows for an improvement of the clock bias estimate with a noticeable impact on the position estimates. The receiver localization step has also been formulated in a linear manner allowing for the direct application of a Kalman filter without any need for linearization. The methodology has also been extended to double differential observables for high accuracy pseudorange and carrier phase position estimates.

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems.

PubMed

Tseng, Chien-Hao; Lin, Sheng-Fuu; Jwo, Dah-Jing

2016-07-26

This paper presents a sensor fusion method based on the combination of cubature Kalman filter (CKF) and fuzzy logic adaptive system (FLAS) for the integrated navigation systems, such as the GPS/INS (Global Positioning System/inertial navigation system) integration. The third-degree spherical-radial cubature rule applied in the CKF has been employed to avoid the numerically instability in the system model. In processing navigation integration, the performance of nonlinear filter based estimation of the position and velocity states may severely degrade caused by modeling errors due to dynamics uncertainties of the vehicle. In order to resolve the shortcoming for selecting the process noise covariance through personal experience or numerical simulation, a scheme called the fuzzy adaptive cubature Kalman filter (FACKF) is presented by introducing the FLAS to adjust the weighting factor of the process noise covariance matrix. The FLAS is incorporated into the CKF framework as a mechanism for timely implementing the tuning of process noise covariance matrix based on the information of degree of divergence (DOD) parameter. The proposed FACKF algorithm shows promising accuracy improvement as compared to the extended Kalman filter (EKF), unscented Kalman filter (UKF), and CKF approaches.

Fuzzy Adaptive Cubature Kalman Filter for Integrated Navigation Systems

PubMed Central

Tseng, Chien-Hao; Lin, Sheng-Fuu; Jwo, Dah-Jing

2016-01-01

This paper presents a sensor fusion method based on the combination of cubature Kalman filter (CKF) and fuzzy logic adaptive system (FLAS) for the integrated navigation systems, such as the GPS/INS (Global Positioning System/inertial navigation system) integration. The third-degree spherical-radial cubature rule applied in the CKF has been employed to avoid the numerically instability in the system model. In processing navigation integration, the performance of nonlinear filter based estimation of the position and velocity states may severely degrade caused by modeling errors due to dynamics uncertainties of the vehicle. In order to resolve the shortcoming for selecting the process noise covariance through personal experience or numerical simulation, a scheme called the fuzzy adaptive cubature Kalman filter (FACKF) is presented by introducing the FLAS to adjust the weighting factor of the process noise covariance matrix. The FLAS is incorporated into the CKF framework as a mechanism for timely implementing the tuning of process noise covariance matrix based on the information of degree of divergence (DOD) parameter. The proposed FACKF algorithm shows promising accuracy improvement as compared to the extended Kalman filter (EKF), unscented Kalman filter (UKF), and CKF approaches. PMID:27472336

Bounded Kalman filter method for motion-robust, non-contact heart rate estimation

PubMed Central

Prakash, Sakthi Kumar Arul; Tucker, Conrad S.

2018-01-01

The authors of this work present a real-time measurement of heart rate across different lighting conditions and motion categories. This is an advancement over existing remote Photo Plethysmography (rPPG) methods that require a static, controlled environment for heart rate detection, making them impractical for real-world scenarios wherein a patient may be in motion, or remotely connected to a healthcare provider through telehealth technologies. The algorithm aims to minimize motion artifacts such as blurring and noise due to head movements (uniform, random) by employing i) a blur identification and denoising algorithm for each frame and ii) a bounded Kalman filter technique for motion estimation and feature tracking. A case study is presented that demonstrates the feasibility of the algorithm in non-contact estimation of the pulse rate of subjects performing everyday head and body movements. The method in this paper outperforms state of the art rPPG methods in heart rate detection, as revealed by the benchmarked results. PMID:29552419

Extended-Kalman-filter-based regenerative and friction blended braking control for electric vehicle equipped with axle motor considering damping and elastic properties of electric powertrain

NASA Astrophysics Data System (ADS)

Lv, Chen; Zhang, Junzhi; Li, Yutong

2014-11-01

Because of the damping and elastic properties of an electrified powertrain, the regenerative brake of an electric vehicle (EV) is very different from a conventional friction brake with respect to the system dynamics. The flexibility of an electric drivetrain would have a negative effect on the blended brake control performance. In this study, models of the powertrain system of an electric car equipped with an axle motor are developed. Based on these models, the transfer characteristics of the motor torque in the driveline and its effect on blended braking control performance are analysed. To further enhance a vehicle's brake performance and energy efficiency, blended braking control algorithms with compensation for the powertrain flexibility are proposed using an extended Kalman filter. These algorithms are simulated under normal deceleration braking. The results show that the brake performance and blended braking control accuracy of the vehicle are significantly enhanced by the newly proposed algorithms.

Gated Sensor Fusion: A way to Improve the Precision of Ambulatory Human Body Motion Estimation.

PubMed

Olivares, Alberto; Górriz, J M; Ramírez, J; Olivares, Gonzalo

2014-01-01

Human body motion is usually variable in terms of intensity and, therefore, any Inertial Measurement Unit attached to a subject will measure both low and high angular rate and accelerations. This can be a problem for the accuracy of orientation estimation algorithms based on adaptive filters such as the Kalman filter, since both the variances of the process noise and the measurement noise are set at the beginning of the algorithm and remain constant during its execution. Setting fixed noise parameters burdens the adaptation capability of the filter if the intensity of the motion changes rapidly. In this work we present a conjoint novel algorithm which uses a motion intensity detector to dynamically vary the noise statistical parameters of different approaches of the Kalman filter. Results show that the precision of the estimated orientation in terms of the RMSE can be improved up to 29% with respect to the standard fixed-parameters approaches.

Kalman Filtered MR Temperature Imaging for Laser Induced Thermal Therapies

PubMed Central

Fuentes, D.; Yung, J.; Hazle, J. D.; Weinberg, J. S.; Stafford, R. J.

2013-01-01

The feasibility of using a stochastic form of Pennes bioheat model within a 3D finite element based Kalman filter (KF) algorithm is critically evaluated for the ability to provide temperature field estimates in the event of magnetic resonance temperature imaging (MRTI) data loss during laser induced thermal therapy (LITT). The ability to recover missing MRTI data was analyzed by systematically removing spatiotemporal information from a clinical MR-guided LITT procedure in human brain and comparing predictions in these regions to the original measurements. Performance was quantitatively evaluated in terms of a dimensionless L2 (RMS) norm of the temperature error weighted by acquisition uncertainty. During periods of no data corruption, observed error histories demonstrate that the Kalman algorithm does not alter the high quality temperature measurement provided by MR thermal imaging. The KF-MRTI implementation considered is seen to predict the bioheat transfer with RMS error < 4 for a short period of time, Δt < 10sec, until the data corruption subsides. In its present form, the KF-MRTI method currently fails to compensate for consecutive for consecutive time periods of data loss Δt > 10sec. PMID:22203706

Implementation of Kalman filter algorithm on models reduced using singular pertubation approximation method and its application to measurement of water level

NASA Astrophysics Data System (ADS)

Rachmawati, Vimala; Khusnul Arif, Didik; Adzkiya, Dieky

2018-03-01

The systems contained in the universe often have a large order. Thus, the mathematical model has many state variables that affect the computation time. In addition, generally not all variables are known, so estimations are needed to measure the magnitude of the system that cannot be measured directly. In this paper, we discuss the model reduction and estimation of state variables in the river system to measure the water level. The model reduction of a system is an approximation method of a system with a lower order without significant errors but has a dynamic behaviour that is similar to the original system. The Singular Perturbation Approximation method is one of the model reduction methods where all state variables of the equilibrium system are partitioned into fast and slow modes. Then, The Kalman filter algorithm is used to estimate state variables of stochastic dynamic systems where estimations are computed by predicting state variables based on system dynamics and measurement data. Kalman filters are used to estimate state variables in the original system and reduced system. Then, we compare the estimation results of the state and computational time between the original and reduced system.

An Ensemble Recentering Kalman Filter with an Application to Argo Temperature Data Assimilation into the NASA GEOS-5 Coupled Model

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.

2013-01-01

A two-step ensemble recentering Kalman filter (ERKF) analysis scheme is introduced. The algorithm consists of a recentering step followed by an ensemble Kalman filter (EnKF) analysis step. The recentering step is formulated such as to adjust the prior distribution of an ensemble of model states so that the deviations of individual samples from the sample mean are unchanged but the original sample mean is shifted to the prior position of the most likely particle, where the likelihood of each particle is measured in terms of closeness to a chosen subset of the observations. The computational cost of the ERKF is essentially the same as that of a same size EnKF. The ERKF is applied to the assimilation of Argo temperature profiles into the OGCM component of an ensemble of NASA GEOS-5 coupled models. Unassimilated Argo salt data are used for validation. A surprisingly small number (16) of model trajectories is sufficient to significantly improve model estimates of salinity over estimates from an ensemble run without assimilation. The two-step algorithm also performs better than the EnKF although its performance is degraded in poorly observed regions.

Kalman filter-based tracking of moving objects using linear ultrasonic sensor array for road vehicles

NASA Astrophysics Data System (ADS)

Li, Shengbo Eben; Li, Guofa; Yu, Jiaying; Liu, Chang; Cheng, Bo; Wang, Jianqiang; Li, Keqiang

2018-01-01

Detection and tracking of objects in the side-near-field has attracted much attention for the development of advanced driver assistance systems. This paper presents a cost-effective approach to track moving objects around vehicles using linearly arrayed ultrasonic sensors. To understand the detection characteristics of a single sensor, an empirical detection model was developed considering the shapes and surface materials of various detected objects. Eight sensors were arrayed linearly to expand the detection range for further application in traffic environment recognition. Two types of tracking algorithms, including an Extended Kalman filter (EKF) and an Unscented Kalman filter (UKF), for the sensor array were designed for dynamic object tracking. The ultrasonic sensor array was designed to have two types of fire sequences: mutual firing or serial firing. The effectiveness of the designed algorithms were verified in two typical driving scenarios: passing intersections with traffic sign poles or street lights, and overtaking another vehicle. Experimental results showed that both EKF and UKF had more precise tracking position and smaller RMSE (root mean square error) than a traditional triangular positioning method. The effectiveness also encourages the application of cost-effective ultrasonic sensors in the near-field environment perception in autonomous driving systems.

Compensation for Time-Dependent Star Tracker Thermal Deformation on the Aqua Spacecraft

NASA Technical Reports Server (NTRS)

Hashmall, Joseph A.; Natanson, Gregory; Glickman, Jonathan; Sedlak, Joseph

2004-01-01

Analysis of attitude sensor data from the Aqua mission showed small but systematic differences between batch least-squares and extended Kalman filter attitudes. These differences were also found to be correlated with star tracker residuals, gyro bias estimates, and star tracker baseplate temperatures. This paper describes the analysis that shows that these correlations are all consistent with a single cause: time-dependent thermal deformation of star tracker alignments. These varying alignments can be separated into relative and common components. The relative misalignments can be determined and compensated for. The common misalignments can only be determined in special cases.

Validation Test Report for a Genetic Algorithm in the Glider Observation STrategies (GOST 1.0) Project: Sensitivity Studies

DTIC Science & Technology

2012-08-15

Environmental Model ( GDEM ) 72 levels) was conserved in the interpolated profiles and small variations in the vertical field may have lead to large...Planner ETKF Ensemble Transform Kalman Filter G8NCOM 1/8⁰ Global NCOM GA Genetic Algorithm GDEM Generalized Digital Environmental Model GOST

Vectorization of linear discrete filtering algorithms

NASA Technical Reports Server (NTRS)

Schiess, J. R.

1977-01-01

Linear filters, including the conventional Kalman filter and versions of square root filters devised by Potter and Carlson, are studied for potential application on streaming computers. The square root filters are known to maintain a positive definite covariance matrix in cases in which the Kalman filter diverges due to ill-conditioning of the matrix. Vectorization of the filters is discussed, and comparisons are made of the number of operations and storage locations required by each filter. The Carlson filter is shown to be the most efficient of the filters on the Control Data STAR-100 computer.

Power maximization of a point absorber wave energy converter using improved model predictive control

NASA Astrophysics Data System (ADS)

Milani, Farideh; Moghaddam, Reihaneh Kardehi

2017-08-01

This paper considers controlling and maximizing the absorbed power of wave energy converters for irregular waves. With respect to physical constraints of the system, a model predictive control is applied. Irregular waves' behavior is predicted by Kalman filter method. Owing to the great influence of controller parameters on the absorbed power, these parameters are optimized by imperialist competitive algorithm. The results illustrate the method's efficiency in maximizing the extracted power in the presence of unknown excitation force which should be predicted by Kalman filter.

Real-time acquisition and tracking system with multiple Kalman filters

NASA Astrophysics Data System (ADS)

Beard, Gary C.; McCarter, Timothy G.; Spodeck, Walter; Fletcher, James E.

1994-07-01

The design of a real-time, ground-based, infrared tracking system with proven field success in tracking boost vehicles through burnout is presented with emphasis on the software design. The system was originally developed to deliver relative angular positions during boost, and thrust termination time to a sensor fusion station in real-time. Autonomous target acquisition and angle-only tracking features were developed to ensure success under stressing conditions. A unique feature of the system is the incorporation of multiple copies of a Kalman filter tracking algorithm running in parallel in order to minimize run-time. The system is capable of updating the state vector for an object at measurement rates approaching 90 Hz. This paper will address the top-level software design, details of the algorithms employed, system performance history in the field, and possible future upgrades.

Fault detection and isolation for complex system

NASA Astrophysics Data System (ADS)

Jing, Chan Shi; Bayuaji, Luhur; Samad, R.; Mustafa, M.; Abdullah, N. R. H.; Zain, Z. M.; Pebrianti, Dwi

2017-07-01

Fault Detection and Isolation (FDI) is a method to monitor, identify, and pinpoint the type and location of system fault in a complex multiple input multiple output (MIMO) non-linear system. A two wheel robot is used as a complex system in this study. The aim of the research is to construct and design a Fault Detection and Isolation algorithm. The proposed method for the fault identification is using hybrid technique that combines Kalman filter and Artificial Neural Network (ANN). The Kalman filter is able to recognize the data from the sensors of the system and indicate the fault of the system in the sensor reading. Error prediction is based on the fault magnitude and the time occurrence of fault. Additionally, Artificial Neural Network (ANN) is another algorithm used to determine the type of fault and isolate the fault in the system.

Design and validation of a real-time spiking-neural-network decoder for brain-machine interfaces.

PubMed

Dethier, Julie; Nuyujukian, Paul; Ryu, Stephen I; Shenoy, Krishna V; Boahen, Kwabena

2013-06-01

Cortically-controlled motor prostheses aim to restore functions lost to neurological disease and injury. Several proof of concept demonstrations have shown encouraging results, but barriers to clinical translation still remain. In particular, intracortical prostheses must satisfy stringent power dissipation constraints so as not to damage cortex. One possible solution is to use ultra-low power neuromorphic chips to decode neural signals for these intracortical implants. The first step is to explore in simulation the feasibility of translating decoding algorithms for brain-machine interface (BMI) applications into spiking neural networks (SNNs). Here we demonstrate the validity of the approach by implementing an existing Kalman-filter-based decoder in a simulated SNN using the Neural Engineering Framework (NEF), a general method for mapping control algorithms onto SNNs. To measure this system's robustness and generalization, we tested it online in closed-loop BMI experiments with two rhesus monkeys. Across both monkeys, a Kalman filter implemented using a 2000-neuron SNN has comparable performance to that of a Kalman filter implemented using standard floating point techniques. These results demonstrate the tractability of SNN implementations of statistical signal processing algorithms on different monkeys and for several tasks, suggesting that a SNN decoder, implemented on a neuromorphic chip, may be a feasible computational platform for low-power fully-implanted prostheses. The validation of this closed-loop decoder system and the demonstration of its robustness and generalization hold promise for SNN implementations on an ultra-low power neuromorphic chip using the NEF.

Filtering observations without the initial guess

NASA Astrophysics Data System (ADS)

Chin, T. M.; Abbondanza, C.; Gross, R. S.; Heflin, M. B.; Parker, J. W.; Soja, B.; Wu, X.

2017-12-01

Noisy geophysical observations sampled irregularly over space and time are often numerically "analyzed" or "filtered" before scientific usage. The standard analysis and filtering techniques based on the Bayesian principle requires "a priori" joint distribution of all the geophysical parameters of interest. However, such prior distributions are seldom known fully in practice, and best-guess mean values (e.g., "climatology" or "background" data if available) accompanied by some arbitrarily set covariance values are often used in lieu. It is therefore desirable to be able to exploit efficient (time sequential) Bayesian algorithms like the Kalman filter while not forced to provide a prior distribution (i.e., initial mean and covariance). An example of this is the estimation of the terrestrial reference frame (TRF) where requirement for numerical precision is such that any use of a priori constraints on the observation data needs to be minimized. We will present the Information Filter algorithm, a variant of the Kalman filter that does not require an initial distribution, and apply the algorithm (and an accompanying smoothing algorithm) to the TRF estimation problem. We show that the information filter allows temporal propagation of partial information on the distribution (marginal distribution of a transformed version of the state vector), instead of the full distribution (mean and covariance) required by the standard Kalman filter. The information filter appears to be a natural choice for the task of filtering observational data in general cases where prior assumption on the initial estimate is not available and/or desirable. For application to data assimilation problems, reduced-order approximations of both the information filter and square-root information filter (SRIF) have been published, and the former has previously been applied to a regional configuration of the HYCOM ocean general circulation model. Such approximation approaches are also briefed in the presentation.

Fast Kalman Filter for Random Walk Forecast model

NASA Astrophysics Data System (ADS)

Saibaba, A.; Kitanidis, P. K.

2013-12-01

Kalman filtering is a fundamental tool in statistical time series analysis to understand the dynamics of large systems for which limited, noisy observations are available. However, standard implementations of the Kalman filter are prohibitive because they require O(N^2) in memory and O(N^3) in computational cost, where N is the dimension of the state variable. In this work, we focus our attention on the Random walk forecast model which assumes the state transition matrix to be the identity matrix. This model is frequently adopted when the data is acquired at a timescale that is faster than the dynamics of the state variables and there is considerable uncertainty as to the physics governing the state evolution. We derive an efficient representation for the a priori and a posteriori estimate covariance matrices as a weighted sum of two contributions - the process noise covariance matrix and a low rank term which contains eigenvectors from a generalized eigenvalue problem, which combines information from the noise covariance matrix and the data. We describe an efficient algorithm to update the weights of the above terms and the computation of eigenmodes of the generalized eigenvalue problem (GEP). The resulting algorithm for the Kalman filter with Random walk forecast model scales as O(N) or O(N log N), both in memory and computational cost. This opens up the possibility of real-time adaptive experimental design and optimal control in systems of much larger dimension than was previously feasible. For a small number of measurements (~ 300 - 400), this procedure can be made numerically exact. However, as the number of measurements increase, for several choices of measurement operators and noise covariance matrices, the spectrum of the (GEP) decays rapidly and we are justified in only retaining the dominant eigenmodes. We discuss tradeoffs between accuracy and computational cost. The resulting algorithms are applied to an example application from ray-based travel time tomography.

Navigation Algorithms for the SeaWiFS Mission

NASA Technical Reports Server (NTRS)

Hooker, Stanford B. (Editor); Firestone, Elaine R. (Editor); Patt, Frederick S.; McClain, Charles R. (Technical Monitor)

2002-01-01

The navigation algorithms for the Sea-viewing Wide Field-of-view Sensor (SeaWiFS) were designed to meet the requirement of 1-pixel accuracy-a standard deviation (sigma) of 2. The objective has been to extract the best possible accuracy from the spacecraft telemetry and avoid the need for costly manual renavigation or geometric rectification. The requirement is addressed by postprocessing of both the Global Positioning System (GPS) receiver and Attitude Control System (ACS) data in the spacecraft telemetry stream. The navigation algorithms described are separated into four areas: orbit processing, attitude sensor processing, attitude determination, and final navigation processing. There has been substantial modification during the mission of the attitude determination and attitude sensor processing algorithms. For the former, the basic approach was completely changed during the first year of the mission, from a single-frame deterministic method to a Kalman smoother. This was done for several reasons: a) to improve the overall accuracy of the attitude determination, particularly near the sub-solar point; b) to reduce discontinuities; c) to support the single-ACS-string spacecraft operation that was started after the first mission year, which causes gaps in attitude sensor coverage; and d) to handle data quality problems (which became evident after launch) in the direct-broadcast data. The changes to the attitude sensor processing algorithms primarily involved the development of a model for the Earth horizon height, also needed for single-string operation; the incorporation of improved sensor calibration data; and improved data quality checking and smoothing to handle the data quality issues. The attitude sensor alignments have also been revised multiple times, generally in conjunction with the other changes. The orbit and final navigation processing algorithms have remained largely unchanged during the mission, aside from refinements to data quality checking. Although further improvements are certainly possible, future evolution of the algorithms is expected to be limited to refinements of the methods presented here, and no substantial changes are anticipated.

Model-based estimation and control for off-axis parabolic mirror alignment

NASA Astrophysics Data System (ADS)

Fang, Joyce; Savransky, Dmitry

2018-02-01

This paper propose an model-based estimation and control method for an off-axis parabolic mirror (OAP) alignment. Current studies in automated optical alignment systems typically require additional wavefront sensors. We propose a self-aligning method using only focal plane images captured by the existing camera. Image processing methods and Karhunen-Loève (K-L) decomposition are used to extract measurements for the observer in closed-loop control system. Our system has linear dynamic in state transition, and a nonlinear mapping from the state to the measurement. An iterative extended Kalman filter (IEKF) is shown to accurately predict the unknown states, and nonlinear observability is discussed. Linear-quadratic regulator (LQR) is applied to correct the misalignments. The method is validated experimentally on the optical bench with a commercial OAP. We conduct 100 tests in the experiment to demonstrate the consistency in between runs.

Underwater terrain-aided navigation system based on combination matching algorithm.

PubMed

Li, Peijuan; Sheng, Guoliang; Zhang, Xiaofei; Wu, Jingqiu; Xu, Baochun; Liu, Xing; Zhang, Yao

2018-07-01

Considering that the terrain-aided navigation (TAN) system based on iterated closest contour point (ICCP) algorithm diverges easily when the indicative track of strapdown inertial navigation system (SINS) is large, Kalman filter is adopted in the traditional ICCP algorithm, difference between matching result and SINS output is used as the measurement of Kalman filter, then the cumulative error of the SINS is corrected in time by filter feedback correction, and the indicative track used in ICCP is improved. The mathematic model of the autonomous underwater vehicle (AUV) integrated into the navigation system and the observation model of TAN is built. Proper matching point number is designated by comparing the simulation results of matching time and matching precision. Simulation experiments are carried out according to the ICCP algorithm and the mathematic model. It can be concluded from the simulation experiments that the navigation accuracy and stability are improved with the proposed combinational algorithm in case that proper matching point number is engaged. It will be shown that the integrated navigation system is effective in prohibiting the divergence of the indicative track and can meet the requirements of underwater, long-term and high precision of the navigation system for autonomous underwater vehicles. Copyright © 2017. Published by Elsevier Ltd.

FPGA-based real-time embedded system for RISS/GPS integrated navigation.

PubMed

Abdelfatah, Walid Farid; Georgy, Jacques; Iqbal, Umar; Noureldin, Aboelmagd

2012-01-01

Navigation algorithms integrating measurements from multi-sensor systems overcome the problems that arise from using GPS navigation systems in standalone mode. Algorithms which integrate the data from 2D low-cost reduced inertial sensor system (RISS), consisting of a gyroscope and an odometer or wheel encoders, along with a GPS receiver via a Kalman filter has proved to be worthy in providing a consistent and more reliable navigation solution compared to standalone GPS receivers. It has been also shown to be beneficial, especially in GPS-denied environments such as urban canyons and tunnels. The main objective of this paper is to narrow the idea-to-implementation gap that follows the algorithm development by realizing a low-cost real-time embedded navigation system capable of computing the data-fused positioning solution. The role of the developed system is to synchronize the measurements from the three sensors, relative to the pulse per second signal generated from the GPS, after which the navigation algorithm is applied to the synchronized measurements to compute the navigation solution in real-time. Employing a customizable soft-core processor on an FPGA in the kernel of the navigation system, provided the flexibility for communicating with the various sensors and the computation capability required by the Kalman filter integration algorithm.

FPGA-Based Real-Time Embedded System for RISS/GPS Integrated Navigation

PubMed Central

Abdelfatah, Walid Farid; Georgy, Jacques; Iqbal, Umar; Noureldin, Aboelmagd

2012-01-01

Navigation algorithms integrating measurements from multi-sensor systems overcome the problems that arise from using GPS navigation systems in standalone mode. Algorithms which integrate the data from 2D low-cost reduced inertial sensor system (RISS), consisting of a gyroscope and an odometer or wheel encoders, along with a GPS receiver via a Kalman filter has proved to be worthy in providing a consistent and more reliable navigation solution compared to standalone GPS receivers. It has been also shown to be beneficial, especially in GPS-denied environments such as urban canyons and tunnels. The main objective of this paper is to narrow the idea-to-implementation gap that follows the algorithm development by realizing a low-cost real-time embedded navigation system capable of computing the data-fused positioning solution. The role of the developed system is to synchronize the measurements from the three sensors, relative to the pulse per second signal generated from the GPS, after which the navigation algorithm is applied to the synchronized measurements to compute the navigation solution in real-time. Employing a customizable soft-core processor on an FPGA in the kernel of the navigation system, provided the flexibility for communicating with the various sensors and the computation capability required by the Kalman filter integration algorithm. PMID:22368460

A square root ensemble Kalman filter application to a motor-imagery brain-computer interface.

PubMed

Kamrunnahar, M; Schiff, S J

2011-01-01

We here investigated a non-linear ensemble Kalman filter (SPKF) application to a motor imagery brain computer interface (BCI). A square root central difference Kalman filter (SR-CDKF) was used as an approach for brain state estimation in motor imagery task performance, using scalp electroencephalography (EEG) signals. Healthy human subjects imagined left vs. right hand movements and tongue vs. bilateral toe movements while scalp EEG signals were recorded. Offline data analysis was conducted for training the model as well as for decoding the imagery movements. Preliminary results indicate the feasibility of this approach with a decoding accuracy of 78%-90% for the hand movements and 70%-90% for the tongue-toes movements. Ongoing research includes online BCI applications of this approach as well as combined state and parameter estimation using this algorithm with different system dynamic models.

Validation of vision-based range estimation algorithms using helicopter flight data

NASA Technical Reports Server (NTRS)

Smith, Phillip N.

1993-01-01

The objective of this research was to demonstrate the effectiveness of an optic flow method for passive range estimation using a Kalman-filter implementation with helicopter flight data. This paper is divided into the following areas: (1) ranging algorithm; (2) flight experiment; (3) analysis methodology; (4) results; and (5) concluding remarks. The discussion is presented in viewgraph format.

Multi-Target Tracking via Mixed Integer Optimization

DTIC Science & Technology

2016-05-13

solving these two problems separately, however few algorithms attempt to solve these simultaneously and even fewer utilize optimization. In this paper we...introduce a new mixed integer optimization (MIO) model which solves the data association and trajectory estimation problems simultaneously by minimizing...Kalman filter [5], which updates the trajectory estimates before the algorithm progresses forward to the next scan. This process repeats sequentially

An adaptive compensation algorithm for temperature drift of micro-electro-mechanical systems gyroscopes using a strong tracking Kalman filter.

PubMed

Feng, Yibo; Li, Xisheng; Zhang, Xiaojuan

2015-05-13

We present an adaptive algorithm for a system integrated with micro-electro-mechanical systems (MEMS) gyroscopes and a compass to eliminate the influence from the environment, compensate the temperature drift precisely, and improve the accuracy of the MEMS gyroscope. We use a simplified drift model and changing but appropriate model parameters to implement this algorithm. The model of MEMS gyroscope temperature drift is constructed mostly on the basis of the temperature sensitivity of the gyroscope. As the state variables of a strong tracking Kalman filter (STKF), the parameters of the temperature drift model can be calculated to adapt to the environment under the support of the compass. These parameters change intelligently with the environment to maintain the precision of the MEMS gyroscope in the changing temperature. The heading error is less than 0.6° in the static temperature experiment, and also is kept in the range from 5° to -2° in the dynamic outdoor experiment. This demonstrates that the proposed algorithm exhibits strong adaptability to a changing temperature, and performs significantly better than KF and MLR to compensate the temperature drift of a gyroscope and eliminate the influence of temperature variation.

PROPER: global protein interaction network alignment through percolation matching.

PubMed

Kazemi, Ehsan; Hassani, Hamed; Grossglauser, Matthias; Pezeshgi Modarres, Hassan

2016-12-12

The alignment of protein-protein interaction (PPI) networks enables us to uncover the relationships between different species, which leads to a deeper understanding of biological systems. Network alignment can be used to transfer biological knowledge between species. Although different PPI-network alignment algorithms were introduced during the last decade, developing an accurate and scalable algorithm that can find alignments with high biological and structural similarities among PPI networks is still challenging. In this paper, we introduce a new global network alignment algorithm for PPI networks called PROPER. Compared to other global network alignment methods, our algorithm shows higher accuracy and speed over real PPI datasets and synthetic networks. We show that the PROPER algorithm can detect large portions of conserved biological pathways between species. Also, using a simple parsimonious evolutionary model, we explain why PROPER performs well based on several different comparison criteria. We highlight that PROPER has high potential in further applications such as detecting biological pathways, finding protein complexes and PPI prediction. The PROPER algorithm is available at http://proper.epfl.ch .

A Novel Grid SINS/DVL Integrated Navigation Algorithm for Marine Application

PubMed Central

Kang, Yingyao; Zhao, Lin; Cheng, Jianhua; Fan, Xiaoliang

2018-01-01

Integrated navigation algorithms under the grid frame have been proposed based on the Kalman filter (KF) to solve the problem of navigation in some special regions. However, in the existing study of grid strapdown inertial navigation system (SINS)/Doppler velocity log (DVL) integrated navigation algorithms, the Earth models of the filter dynamic model and the SINS mechanization are not unified. Besides, traditional integrated systems with the KF based correction scheme are susceptible to measurement errors, which would decrease the accuracy and robustness of the system. In this paper, an adaptive robust Kalman filter (ARKF) based hybrid-correction grid SINS/DVL integrated navigation algorithm is designed with the unified reference ellipsoid Earth model to improve the navigation accuracy in middle-high latitude regions for marine application. Firstly, to unify the Earth models, the mechanization of grid SINS is introduced and the error equations are derived based on the same reference ellipsoid Earth model. Then, a more accurate grid SINS/DVL filter model is designed according to the new error equations. Finally, a hybrid-correction scheme based on the ARKF is proposed to resist the effect of measurement errors. Simulation and experiment results show that, compared with the traditional algorithms, the proposed navigation algorithm can effectively improve the navigation performance in middle-high latitude regions by the unified Earth models and the ARKF based hybrid-correction scheme. PMID:29373549

Static vs. dynamic decoding algorithms in a non-invasive body-machine interface

PubMed Central

Seáñez-González, Ismael; Pierella, Camilla; Farshchiansadegh, Ali; Thorp, Elias B.; Abdollahi, Farnaz; Pedersen, Jessica; Mussa-Ivaldi, Ferdinando A.

2017-01-01

In this study, we consider a non-invasive body-machine interface that captures body motions still available to people with spinal cord injury (SCI) and maps them into a set of signals for controlling a computer user interface while engaging in a sustained level of mobility and exercise. We compare the effectiveness of two decoding algorithms that transform a high-dimensional body-signal vector into a lower dimensional control vector on 6 subjects with high-level SCI and 8 controls. One algorithm is based on a static map from current body signals to the current value of the control vector set through principal component analysis (PCA), the other on dynamic mapping a segment of body signals to the value and the temporal derivatives of the control vector set through a Kalman filter. SCI and control participants performed straighter and smoother cursor movements with the Kalman algorithm during center-out reaching, but their movements were faster and more precise when using PCA. All participants were able to use the BMI’s continuous, two-dimensional control to type on a virtual keyboard and play pong, and performance with both algorithms was comparable. However, seven of eight control participants preferred PCA as their method of virtual wheelchair control. The unsupervised PCA algorithm was easier to train and seemed sufficient to achieve a higher degree of learnability and perceived ease of use. PMID:28092564

A Two-Stage Kalman Filter Approach for Robust and Real-Time Power System State Estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Jinghe; Welch, Greg; Bishop, Gary

2014-04-01

As electricity demand continues to grow and renewable energy increases its penetration in the power grid, realtime state estimation becomes essential for system monitoring and control. Recent development in phasor technology makes it possible with high-speed time-synchronized data provided by Phasor Measurement Units (PMU). In this paper we present a two-stage Kalman filter approach to estimate the static state of voltage magnitudes and phase angles, as well as the dynamic state of generator rotor angles and speeds. Kalman filters achieve optimal performance only when the system noise characteristics have known statistical properties (zero-mean, Gaussian, and spectrally white). However in practicemore » the process and measurement noise models are usually difficult to obtain. Thus we have developed the Adaptive Kalman Filter with Inflatable Noise Variances (AKF with InNoVa), an algorithm that can efficiently identify and reduce the impact of incorrect system modeling and/or erroneous measurements. In stage one, we estimate the static state from raw PMU measurements using the AKF with InNoVa; then in stage two, the estimated static state is fed into an extended Kalman filter to estimate the dynamic state. Simulations demonstrate its robustness to sudden changes of system dynamics and erroneous measurements.« less

Fire spread estimation on forest wildfire using ensemble kalman filter

NASA Astrophysics Data System (ADS)

Syarifah, Wardatus; Apriliani, Erna

2018-04-01

Wildfire is one of the most frequent disasters in the world, for example forest wildfire, causing population of forest decrease. Forest wildfire, whether naturally occurring or prescribed, are potential risks for ecosystems and human settlements. These risks can be managed by monitoring the weather, prescribing fires to limit available fuel, and creating firebreaks. With computer simulations we can predict and explore how fires may spread. The model of fire spread on forest wildfire was established to determine the fire properties. The fire spread model is prepared based on the equation of the diffusion reaction model. There are many methods to estimate the spread of fire. The Kalman Filter Ensemble Method is a modified estimation method of the Kalman Filter algorithm that can be used to estimate linear and non-linear system models. In this research will apply Ensemble Kalman Filter (EnKF) method to estimate the spread of fire on forest wildfire. Before applying the EnKF method, the fire spread model will be discreted using finite difference method. At the end, the analysis obtained illustrated by numerical simulation using software. The simulation results show that the Ensemble Kalman Filter method is closer to the system model when the ensemble value is greater, while the covariance value of the system model and the smaller the measurement.

An optimized solution of multi-criteria evaluation analysis of landslide susceptibility using fuzzy sets and Kalman filter

NASA Astrophysics Data System (ADS)

Gorsevski, Pece V.; Jankowski, Piotr

2010-08-01

The Kalman recursive algorithm has been very widely used for integrating navigation sensor data to achieve optimal system performances. This paper explores the use of the Kalman filter to extend the aggregation of spatial multi-criteria evaluation (MCE) and to find optimal solutions with respect to a decision strategy space where a possible decision rule falls. The approach was tested in a case study in the Clearwater National Forest in central Idaho, using existing landslide datasets from roaded and roadless areas and terrain attributes. In this approach, fuzzy membership functions were used to standardize terrain attributes and develop criteria, while the aggregation of the criteria was achieved by the use of a Kalman filter. The approach presented here offers advantages over the classical MCE theory because the final solution includes both the aggregated solution and the areas of uncertainty expressed in terms of standard deviation. A comparison of this methodology with similar approaches suggested that this approach is promising for predicting landslide susceptibility and further application as a spatial decision support system.

An Adaptive Kalman Filter Using a Simple Residual Tuning Method

NASA Technical Reports Server (NTRS)

Harman, Richard R.

1999-01-01

One difficulty in using Kalman filters in real world situations is the selection of the correct process noise, measurement noise, and initial state estimate and covariance. These parameters are commonly referred to as tuning parameters. Multiple methods have been developed to estimate these parameters. Most of those methods such as maximum likelihood, subspace, and observer Kalman Identification require extensive offline processing and are not suitable for real time processing. One technique, which is suitable for real time processing, is the residual tuning method. Any mismodeling of the filter tuning parameters will result in a non-white sequence for the filter measurement residuals. The residual tuning technique uses this information to estimate corrections to those tuning parameters. The actual implementation results in a set of sequential equations that run in parallel with the Kalman filter. A. H. Jazwinski developed a specialized version of this technique for estimation of process noise. Equations for the estimation of the measurement noise have also been developed. These algorithms are used to estimate the process noise and measurement noise for the Wide Field Infrared Explorer star tracker and gyro.

SPHINX--an algorithm for taxonomic binning of metagenomic sequences.

PubMed

Mohammed, Monzoorul Haque; Ghosh, Tarini Shankar; Singh, Nitin Kumar; Mande, Sharmila S

2011-01-01

Compared with composition-based binning algorithms, the binning accuracy and specificity of alignment-based binning algorithms is significantly higher. However, being alignment-based, the latter class of algorithms require enormous amount of time and computing resources for binning huge metagenomic datasets. The motivation was to develop a binning approach that can analyze metagenomic datasets as rapidly as composition-based approaches, but nevertheless has the accuracy and specificity of alignment-based algorithms. This article describes a hybrid binning approach (SPHINX) that achieves high binning efficiency by utilizing the principles of both 'composition'- and 'alignment'-based binning algorithms. Validation results with simulated sequence datasets indicate that SPHINX is able to analyze metagenomic sequences as rapidly as composition-based algorithms. Furthermore, the binning efficiency (in terms of accuracy and specificity of assignments) of SPHINX is observed to be comparable with results obtained using alignment-based algorithms. A web server for the SPHINX algorithm is available at http://metagenomics.atc.tcs.com/SPHINX/.

A proposed Kalman filter algorithm for estimation of unmeasured output variables for an F100 turbofan engine

NASA Technical Reports Server (NTRS)

Alag, Gurbux S.; Gilyard, Glenn B.

1990-01-01

To develop advanced control systems for optimizing aircraft engine performance, unmeasurable output variables must be estimated. The estimation has to be done in an uncertain environment and be adaptable to varying degrees of modeling errors and other variations in engine behavior over its operational life cycle. This paper represented an approach to estimate unmeasured output variables by explicitly modeling the effects of off-nominal engine behavior as biases on the measurable output variables. A state variable model accommodating off-nominal behavior is developed for the engine, and Kalman filter concepts are used to estimate the required variables. Results are presented from nonlinear engine simulation studies as well as the application of the estimation algorithm on actual flight data. The formulation presented has a wide range of application since it is not restricted or tailored to the particular application described.

Performance analysis of improved iterated cubature Kalman filter and its application to GNSS/INS.

PubMed

Cui, Bingbo; Chen, Xiyuan; Xu, Yuan; Huang, Haoqian; Liu, Xiao

2017-01-01

In order to improve the accuracy and robustness of GNSS/INS navigation system, an improved iterated cubature Kalman filter (IICKF) is proposed by considering the state-dependent noise and system uncertainty. First, a simplified framework of iterated Gaussian filter is derived by using damped Newton-Raphson algorithm and online noise estimator. Then the effect of state-dependent noise coming from iterated update is analyzed theoretically, and an augmented form of CKF algorithm is applied to improve the estimation accuracy. The performance of IICKF is verified by field test and numerical simulation, and results reveal that, compared with non-iterated filter, iterated filter is less sensitive to the system uncertainty, and IICKF improves the accuracy of yaw, roll and pitch by 48.9%, 73.1% and 83.3%, respectively, compared with traditional iterated KF. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

Solving Assembly Sequence Planning using Angle Modulated Simulated Kalman Filter

NASA Astrophysics Data System (ADS)

Mustapa, Ainizar; Yusof, Zulkifli Md.; Adam, Asrul; Muhammad, Badaruddin; Ibrahim, Zuwairie

2018-03-01

This paper presents an implementation of Simulated Kalman Filter (SKF) algorithm for optimizing an Assembly Sequence Planning (ASP) problem. The SKF search strategy contains three simple steps; predict-measure-estimate. The main objective of the ASP is to determine the sequence of component installation to shorten assembly time or save assembly costs. Initially, permutation sequence is generated to represent each agent. Each agent is then subjected to a precedence matrix constraint to produce feasible assembly sequence. Next, the Angle Modulated SKF (AMSKF) is proposed for solving ASP problem. The main idea of the angle modulated approach in solving combinatorial optimization problem is to use a function, g(x), to create a continuous signal. The performance of the proposed AMSKF is compared against previous works in solving ASP by applying BGSA, BPSO, and MSPSO. Using a case study of ASP, the results show that AMSKF outperformed all the algorithms in obtaining the best solution.

Adaptive UAV Attitude Estimation Employing Unscented Kalman Filter, FOAM and Low-Cost MEMS Sensors

PubMed Central

de Marina, Héctor García; Espinosa, Felipe; Santos, Carlos

2012-01-01

Navigation employing low cost MicroElectroMechanical Systems (MEMS) sensors in Unmanned Aerial Vehicles (UAVs) is an uprising challenge. One important part of this navigation is the right estimation of the attitude angles. Most of the existent algorithms handle the sensor readings in a fixed way, leading to large errors in different mission stages like take-off aerobatic maneuvers. This paper presents an adaptive method to estimate these angles using off-the-shelf components. This paper introduces an Attitude Heading Reference System (AHRS) based on the Unscented Kalman Filter (UKF) using the Fast Optimal Attitude Matrix (FOAM) algorithm as the observation model. The performance of the method is assessed through simulations. Moreover, field experiments are presented using a real fixed-wing UAV. The proposed low cost solution, implemented in a microcontroller, shows a satisfactory real time performance. PMID:23012559

Rhythmic Extended Kalman Filter for Gait Rehabilitation Motion Estimation and Segmentation.

PubMed

Joukov, Vladimir; Bonnet, Vincent; Karg, Michelle; Venture, Gentiane; Kulic, Dana

2018-02-01

This paper proposes a method to enable the use of non-intrusive, small, wearable, and wireless sensors to estimate the pose of the lower body during gait and other periodic motions and to extract objective performance measures useful for physiotherapy. The Rhythmic Extended Kalman Filter (Rhythmic-EKF) algorithm is developed to estimate the pose, learn an individualized model of periodic movement over time, and use the learned model to improve pose estimation. The proposed approach learns a canonical dynamical system model of the movement during online observation, which is used to accurately model the acceleration during pose estimation. The canonical dynamical system models the motion as a periodic signal. The estimated phase and frequency of the motion also allow the proposed approach to segment the motion into repetitions and extract useful features, such as gait symmetry, step length, and mean joint movement and variance. The algorithm is shown to outperform the extended Kalman filter in simulation, on healthy participant data, and stroke patient data. For the healthy participant marching dataset, the Rhythmic-EKF improves joint acceleration and velocity estimates over regular EKF by 40% and 37%, respectively, estimates joint angles with 2.4° root mean squared error, and segments the motion into repetitions with 96% accuracy.

Accelerated probabilistic inference of RNA structure evolution

PubMed Central

Holmes, Ian

2005-01-01

Background Pairwise stochastic context-free grammars (Pair SCFGs) are powerful tools for evolutionary analysis of RNA, including simultaneous RNA sequence alignment and secondary structure prediction, but the associated algorithms are intensive in both CPU and memory usage. The same problem is faced by other RNA alignment-and-folding algorithms based on Sankoff's 1985 algorithm. It is therefore desirable to constrain such algorithms, by pre-processing the sequences and using this first pass to limit the range of structures and/or alignments that can be considered. Results We demonstrate how flexible classes of constraint can be imposed, greatly reducing the computational costs while maintaining a high quality of structural homology prediction. Any score-attributed context-free grammar (e.g. energy-based scoring schemes, or conditionally normalized Pair SCFGs) is amenable to this treatment. It is now possible to combine independent structural and alignment constraints of unprecedented general flexibility in Pair SCFG alignment algorithms. We outline several applications to the bioinformatics of RNA sequence and structure, including Waterman-Eggert N-best alignments and progressive multiple alignment. We evaluate the performance of the algorithm on test examples from the RFAM database. Conclusion A program, Stemloc, that implements these algorithms for efficient RNA sequence alignment and structure prediction is available under the GNU General Public License. PMID:15790387

Vehicle longitudinal velocity estimation during the braking process using unknown input Kalman filter

NASA Astrophysics Data System (ADS)

Moaveni, Bijan; Khosravi Roqaye Abad, Mahdi; Nasiri, Sayyad

2015-10-01

In this paper, vehicle longitudinal velocity during the braking process is estimated by measuring the wheels speed. Here, a new algorithm based on the unknown input Kalman filter is developed to estimate the vehicle longitudinal velocity with a minimum mean square error and without using the value of braking torque in the estimation procedure. The stability and convergence of the filter are analysed and proved. Effectiveness of the method is shown by designing a real experiment and comparing the estimation result with actual longitudinal velocity computing from a three-axis accelerometer output.

GARCH modelling of covariance in dynamical estimation of inverse solutions

NASA Astrophysics Data System (ADS)

Galka, Andreas; Yamashita, Okito; Ozaki, Tohru

2004-12-01

The problem of estimating unobserved states of spatially extended dynamical systems poses an inverse problem, which can be solved approximately by a recently developed variant of Kalman filtering; in order to provide the model of the dynamics with more flexibility with respect to space and time, we suggest to combine the concept of GARCH modelling of covariance, well known in econometrics, with Kalman filtering. We formulate this algorithm for spatiotemporal systems governed by stochastic diffusion equations and demonstrate its feasibility by presenting a numerical simulation designed to imitate the situation of the generation of electroencephalographic recordings by the human cortex.

Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms Based on Kalman Filter Estimation

NASA Technical Reports Server (NTRS)

Galvan, Jose Ramon; Saxena, Abhinav; Goebel, Kai Frank

2012-01-01

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process, and how it relates to uncertainty representation, management and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for two while considering prognostics in making critical decisions.

Compatibility check of measured aircraft responses using kinematic equations and extended Kalman filter

NASA Technical Reports Server (NTRS)

Klein, V.; Schiess, J. R.

1977-01-01

An extended Kalman filter smoother and a fixed point smoother were used for estimation of the state variables in the six degree of freedom kinematic equations relating measured aircraft responses and for estimation of unknown constant bias and scale factor errors in measured data. The computing algorithm includes an analysis of residuals which can improve the filter performance and provide estimates of measurement noise characteristics for some aircraft output variables. The technique developed was demonstrated using simulated and real flight test data. Improved accuracy of measured data was obtained when the data were corrected for estimated bias errors.

Robust algorithm for aligning two-dimensional chromatograms.

PubMed

Gros, Jonas; Nabi, Deedar; Dimitriou-Christidis, Petros; Rutler, Rebecca; Arey, J Samuel

2012-11-06

Comprehensive two-dimensional gas chromatography (GC × GC) chromatograms typically exhibit run-to-run retention time variability. Chromatogram alignment is often a desirable step prior to further analysis of the data, for example, in studies of environmental forensics or weathering of complex mixtures. We present a new algorithm for aligning whole GC × GC chromatograms. This technique is based on alignment points that have locations indicated by the user both in a target chromatogram and in a reference chromatogram. We applied the algorithm to two sets of samples. First, we aligned the chromatograms of twelve compositionally distinct oil spill samples, all analyzed using the same instrument parameters. Second, we applied the algorithm to two compositionally distinct wastewater extracts analyzed using two different instrument temperature programs, thus involving larger retention time shifts than the first sample set. For both sample sets, the new algorithm performed favorably compared to two other available alignment algorithms: that of Pierce, K. M.; Wood, Lianna F.; Wright, B. W.; Synovec, R. E. Anal. Chem.2005, 77, 7735-7743 and 2-D COW from Zhang, D.; Huang, X.; Regnier, F. E.; Zhang, M. Anal. Chem.2008, 80, 2664-2671. The new algorithm achieves the best matches of retention times for test analytes, avoids some artifacts which result from the other alignment algorithms, and incurs the least modification of quantitative signal information.

Multiple sequence alignment using multi-objective based bacterial foraging optimization algorithm.

PubMed

Rani, R Ranjani; Ramyachitra, D

2016-12-01

Multiple sequence alignment (MSA) is a widespread approach in computational biology and bioinformatics. MSA deals with how the sequences of nucleotides and amino acids are sequenced with possible alignment and minimum number of gaps between them, which directs to the functional, evolutionary and structural relationships among the sequences. Still the computation of MSA is a challenging task to provide an efficient accuracy and statistically significant results of alignments. In this work, the Bacterial Foraging Optimization Algorithm was employed to align the biological sequences which resulted in a non-dominated optimal solution. It employs Multi-objective, such as: Maximization of Similarity, Non-gap percentage, Conserved blocks and Minimization of gap penalty. BAliBASE 3.0 benchmark database was utilized to examine the proposed algorithm against other methods In this paper, two algorithms have been proposed: Hybrid Genetic Algorithm with Artificial Bee Colony (GA-ABC) and Bacterial Foraging Optimization Algorithm. It was found that Hybrid Genetic Algorithm with Artificial Bee Colony performed better than the existing optimization algorithms. But still the conserved blocks were not obtained using GA-ABC. Then BFO was used for the alignment and the conserved blocks were obtained. The proposed Multi-Objective Bacterial Foraging Optimization Algorithm (MO-BFO) was compared with widely used MSA methods Clustal Omega, Kalign, MUSCLE, MAFFT, Genetic Algorithm (GA), Ant Colony Optimization (ACO), Artificial Bee Colony (ABC), Particle Swarm Optimization (PSO) and Hybrid Genetic Algorithm with Artificial Bee Colony (GA-ABC). The final results show that the proposed MO-BFO algorithm yields better alignment than most widely used methods. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Estimating Fluctuating Pressures From Distorted Measurements

NASA Technical Reports Server (NTRS)

Whitmore, Stephen A.; Leondes, Cornelius T.

1994-01-01

Two algorithms extract estimates of time-dependent input (upstream) pressures from outputs of pressure sensors located at downstream ends of pneumatic tubes. Effect deconvolutions that account for distoring effects of tube upon pressure signal. Distortion of pressure measurements by pneumatic tubes also discussed in "Distortion of Pressure Signals in Pneumatic Tubes," (ARC-12868). Varying input pressure estimated from measured time-varying output pressure by one of two deconvolution algorithms that take account of measurement noise. Algorithms based on minimum-covariance (Kalman filtering) theory.

In-Space Calibration of a Gyro Quadruplet

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Harman, Richard R.

2001-01-01

This work presents a new approach to gyro calibration where, in addition to being used for computing attitude that is needed in the calibration process, the gyro outputs are also used as measurements in a Kalman filter. This work also presents an algorithm for calibrating a quadruplet rather than the customary triad gyro set. In particular, a new misalignment error model is derived for this case. The new calibration algorithm is applied to the EOS-AQUA satellite gyros. The effectiveness of the new algorithm is demonstrated through simulations.

Coarse Alignment Technology on Moving base for SINS Based on the Improved Quaternion Filter Algorithm.

PubMed

Zhang, Tao; Zhu, Yongyun; Zhou, Feng; Yan, Yaxiong; Tong, Jinwu

2017-06-17

Initial alignment of the strapdown inertial navigation system (SINS) is intended to determine the initial attitude matrix in a short time with certain accuracy. The alignment accuracy of the quaternion filter algorithm is remarkable, but the convergence rate is slow. To solve this problem, this paper proposes an improved quaternion filter algorithm for faster initial alignment based on the error model of the quaternion filter algorithm. The improved quaternion filter algorithm constructs the K matrix based on the principle of optimal quaternion algorithm, and rebuilds the measurement model by containing acceleration and velocity errors to make the convergence rate faster. A doppler velocity log (DVL) provides the reference velocity for the improved quaternion filter alignment algorithm. In order to demonstrate the performance of the improved quaternion filter algorithm in the field, a turntable experiment and a vehicle test are carried out. The results of the experiments show that the convergence rate of the proposed improved quaternion filter is faster than that of the tradition quaternion filter algorithm. In addition, the improved quaternion filter algorithm also demonstrates advantages in terms of correctness, effectiveness, and practicability.

Retention time alignment of LC/MS data by a divide-and-conquer algorithm.

PubMed

Zhang, Zhongqi

2012-04-01

Liquid chromatography-mass spectrometry (LC/MS) has become the method of choice for characterizing complex mixtures. These analyses often involve quantitative comparison of components in multiple samples. To achieve automated sample comparison, the components of interest must be detected and identified, and their retention times aligned and peak areas calculated. This article describes a simple pairwise iterative retention time alignment algorithm, based on the divide-and-conquer approach, for alignment of ion features detected in LC/MS experiments. In this iterative algorithm, ion features in the sample run are first aligned with features in the reference run by applying a single constant shift of retention time. The sample chromatogram is then divided into two shorter chromatograms, which are aligned to the reference chromatogram the same way. Each shorter chromatogram is further divided into even shorter chromatograms. This process continues until each chromatogram is sufficiently narrow so that ion features within it have a similar retention time shift. In six pairwise LC/MS alignment examples containing a total of 6507 confirmed true corresponding feature pairs with retention time shifts up to five peak widths, the algorithm successfully aligned these features with an error rate of 0.2%. The alignment algorithm is demonstrated to be fast, robust, fully automatic, and superior to other algorithms. After alignment and gap-filling of detected ion features, their abundances can be tabulated for direct comparison between samples.

Design and validation of a real-time spiking-neural-network decoder for brain-machine interfaces

NASA Astrophysics Data System (ADS)

Dethier, Julie; Nuyujukian, Paul; Ryu, Stephen I.; Shenoy, Krishna V.; Boahen, Kwabena

2013-06-01

Objective. Cortically-controlled motor prostheses aim to restore functions lost to neurological disease and injury. Several proof of concept demonstrations have shown encouraging results, but barriers to clinical translation still remain. In particular, intracortical prostheses must satisfy stringent power dissipation constraints so as not to damage cortex. Approach. One possible solution is to use ultra-low power neuromorphic chips to decode neural signals for these intracortical implants. The first step is to explore in simulation the feasibility of translating decoding algorithms for brain-machine interface (BMI) applications into spiking neural networks (SNNs). Main results. Here we demonstrate the validity of the approach by implementing an existing Kalman-filter-based decoder in a simulated SNN using the Neural Engineering Framework (NEF), a general method for mapping control algorithms onto SNNs. To measure this system’s robustness and generalization, we tested it online in closed-loop BMI experiments with two rhesus monkeys. Across both monkeys, a Kalman filter implemented using a 2000-neuron SNN has comparable performance to that of a Kalman filter implemented using standard floating point techniques. Significance. These results demonstrate the tractability of SNN implementations of statistical signal processing algorithms on different monkeys and for several tasks, suggesting that a SNN decoder, implemented on a neuromorphic chip, may be a feasible computational platform for low-power fully-implanted prostheses. The validation of this closed-loop decoder system and the demonstration of its robustness and generalization hold promise for SNN implementations on an ultra-low power neuromorphic chip using the NEF.

Optimizing multiple sequence alignments using a genetic algorithm based on three objectives: structural information, non-gaps percentage and totally conserved columns.

PubMed

Ortuño, Francisco M; Valenzuela, Olga; Rojas, Fernando; Pomares, Hector; Florido, Javier P; Urquiza, Jose M; Rojas, Ignacio

2013-09-01

Multiple sequence alignments (MSAs) are widely used approaches in bioinformatics to carry out other tasks such as structure predictions, biological function analyses or phylogenetic modeling. However, current tools usually provide partially optimal alignments, as each one is focused on specific biological features. Thus, the same set of sequences can produce different alignments, above all when sequences are less similar. Consequently, researchers and biologists do not agree about which is the most suitable way to evaluate MSAs. Recent evaluations tend to use more complex scores including further biological features. Among them, 3D structures are increasingly being used to evaluate alignments. Because structures are more conserved in proteins than sequences, scores with structural information are better suited to evaluate more distant relationships between sequences. The proposed multiobjective algorithm, based on the non-dominated sorting genetic algorithm, aims to jointly optimize three objectives: STRIKE score, non-gaps percentage and totally conserved columns. It was significantly assessed on the BAliBASE benchmark according to the Kruskal-Wallis test (P < 0.01). This algorithm also outperforms other aligners, such as ClustalW, Multiple Sequence Alignment Genetic Algorithm (MSA-GA), PRRP, DIALIGN, Hidden Markov Model Training (HMMT), Pattern-Induced Multi-sequence Alignment (PIMA), MULTIALIGN, Sequence Alignment Genetic Algorithm (SAGA), PILEUP, Rubber Band Technique Genetic Algorithm (RBT-GA) and Vertical Decomposition Genetic Algorithm (VDGA), according to the Wilcoxon signed-rank test (P < 0.05), whereas it shows results not significantly different to 3D-COFFEE (P > 0.05) with the advantage of being able to use less structures. Structural information is included within the objective function to evaluate more accurately the obtained alignments. The source code is available at http://www.ugr.es/~fortuno/MOSAStrE/MO-SAStrE.zip.

Real time eye tracking using Kalman extended spatio-temporal context learning

NASA Astrophysics Data System (ADS)

Munir, Farzeen; Minhas, Fayyaz ul Amir Asfar; Jalil, Abdul; Jeon, Moongu

2017-06-01

Real time eye tracking has numerous applications in human computer interaction such as a mouse cursor control in a computer system. It is useful for persons with muscular or motion impairments. However, tracking the movement of the eye is complicated by occlusion due to blinking, head movement, screen glare, rapid eye movements, etc. In this work, we present the algorithmic and construction details of a real time eye tracking system. Our proposed system is an extension of Spatio-Temporal context learning through Kalman Filtering. Spatio-Temporal Context Learning offers state of the art accuracy in general object tracking but its performance suffers due to object occlusion. Addition of the Kalman filter allows the proposed method to model the dynamics of the motion of the eye and provide robust eye tracking in cases of occlusion. We demonstrate the effectiveness of this tracking technique by controlling the computer cursor in real time by eye movements.

MATLAB algorithm to implement soil water data assimilation with the Ensemble Kalman Filter using HYDRUS.

PubMed

Valdes-Abellan, Javier; Pachepsky, Yakov; Martinez, Gonzalo

2018-01-01

Data assimilation is becoming a promising technique in hydrologic modelling to update not only model states but also to infer model parameters, specifically to infer soil hydraulic properties in Richard-equation-based soil water models. The Ensemble Kalman Filter method is one of the most widely employed method among the different data assimilation alternatives. In this study the complete Matlab© code used to study soil data assimilation efficiency under different soil and climatic conditions is shown. The code shows the method how data assimilation through EnKF was implemented. Richards equation was solved by the used of Hydrus-1D software which was run from Matlab. •MATLAB routines are released to be used/modified without restrictions for other researchers•Data assimilation Ensemble Kalman Filter method code.•Soil water Richard equation flow solved by Hydrus-1D.

Combining Charge Couple Devices and Rate Sensors for the Feedforward Control System of a Charge Coupled Device Tracking Loop.

PubMed

Tang, Tao; Tian, Jing; Zhong, Daijun; Fu, Chengyu

2016-06-25

A rate feed forward control-based sensor fusion is proposed to improve the closed-loop performance for a charge couple device (CCD) tracking loop. The target trajectory is recovered by combining line of sight (LOS) errors from the CCD and the angular rate from a fiber-optic gyroscope (FOG). A Kalman filter based on the Singer acceleration model utilizes the reconstructive target trajectory to estimate the target velocity. Different from classical feed forward control, additive feedback loops are inevitably added to the original control loops due to the fact some closed-loop information is used. The transfer function of the Kalman filter in the frequency domain is built for analyzing the closed loop stability. The bandwidth of the Kalman filter is the major factor affecting the control stability and close-loop performance. Both simulations and experiments are provided to demonstrate the benefits of the proposed algorithm.

Comparison of Kalman filter and optimal smoother estimates of spacecraft attitude

NASA Technical Reports Server (NTRS)

Sedlak, J.

1994-01-01

Given a valid system model and adequate observability, a Kalman filter will converge toward the true system state with error statistics given by the estimated error covariance matrix. The errors generally do not continue to decrease. Rather, a balance is reached between the gain of information from new measurements and the loss of information during propagation. The errors can be further reduced, however, by a second pass through the data with an optimal smoother. This algorithm obtains the optimally weighted average of forward and backward propagating Kalman filters. It roughly halves the error covariance by including future as well as past measurements in each estimate. This paper investigates whether such benefits actually accrue in the application of an optimal smoother to spacecraft attitude determination. Tests are performed both with actual spacecraft data from the Extreme Ultraviolet Explorer (EUVE) and with simulated data for which the true state vector and noise statistics are exactly known.

A square root ensemble Kalman filter application to a motor-imagery brain-computer interface

PubMed Central

Kamrunnahar, M.; Schiff, S. J.

2017-01-01

We here investigated a non-linear ensemble Kalman filter (SPKF) application to a motor imagery brain computer interface (BCI). A square root central difference Kalman filter (SR-CDKF) was used as an approach for brain state estimation in motor imagery task performance, using scalp electroencephalography (EEG) signals. Healthy human subjects imagined left vs. right hand movements and tongue vs. bilateral toe movements while scalp EEG signals were recorded. Offline data analysis was conducted for training the model as well as for decoding the imagery movements. Preliminary results indicate the feasibility of this approach with a decoding accuracy of 78%–90% for the hand movements and 70%–90% for the tongue-toes movements. Ongoing research includes online BCI applications of this approach as well as combined state and parameter estimation using this algorithm with different system dynamic models. PMID:22255799

A Real-Time De-Noising Algorithm for E-Noses in a Wireless Sensor Network

PubMed Central

Qu, Jianfeng; Chai, Yi; Yang, Simon X.

2009-01-01

A wireless e-nose network system is developed for the special purpose of monitoring odorant gases and accurately estimating odor strength in and around livestock farms. This system is to simultaneously acquire accurate odor strength values remotely at various locations, where each node is an e-nose that includes four metal-oxide semiconductor (MOS) gas sensors. A modified Kalman filtering technique is proposed for collecting raw data and de-noising based on the output noise characteristics of those gas sensors. The measurement noise variance is obtained in real time by data analysis using the proposed slip windows average method. The optimal system noise variance of the filter is obtained by using the experiments data. The Kalman filter theory on how to acquire MOS gas sensors data is discussed. Simulation results demonstrate that the proposed method can adjust the Kalman filter parameters and significantly reduce the noise from the gas sensors. PMID:22399946

Introducing difference recurrence relations for faster semi-global alignment of long sequences.

PubMed

Suzuki, Hajime; Kasahara, Masahiro

2018-02-19

The read length of single-molecule DNA sequencers is reaching 1 Mb. Popular alignment software tools widely used for analyzing such long reads often take advantage of single-instruction multiple-data (SIMD) operations to accelerate calculation of dynamic programming (DP) matrices in the Smith-Waterman-Gotoh (SWG) algorithm with a fixed alignment start position at the origin. Nonetheless, 16-bit or 32-bit integers are necessary for storing the values in a DP matrix when sequences to be aligned are long; this situation hampers the use of the full SIMD width of modern processors. We proposed a faster semi-global alignment algorithm, "difference recurrence relations," that runs more rapidly than the state-of-the-art algorithm by a factor of 2.1. Instead of calculating and storing all the values in a DP matrix directly, our algorithm computes and stores mainly the differences between the values of adjacent cells in the matrix. Although the SWG algorithm and our algorithm can output exactly the same result, our algorithm mainly involves 8-bit integer operations, enabling us to exploit the full width of SIMD operations (e.g., 32) on modern processors. We also developed a library, libgaba, so that developers can easily integrate our algorithm into alignment programs. Our novel algorithm and optimized library implementation will facilitate accelerating nucleotide long-read analysis algorithms that use pairwise alignment stages. The library is implemented in the C programming language and available at https://github.com/ocxtal/libgaba .

Aligning Greek-English parallel texts

NASA Astrophysics Data System (ADS)

Galiotou, Eleni; Koronakis, George; Lazari, Vassiliki

2015-02-01

In this paper, we discuss issues concerning the alignment of parallel texts written in languages with different alphabets based on an experiment of aligning texts from the proceedings of the European Parliament in Greek and English. First, we describe our implementation of the k-vec algorithm and its application to the bilingual corpus. Then the output of the algorithm is used as a starting point for an alignment procedure at a sentence level which also takes into account mark-ups of meta-information. The results of the implementation are compared to those of the application of the Church and Gale alignment algorithm on the Europarl corpus. The conclusions of this comparison can give useful insights as for the efficiency of alignment algorithms when applied to the particular bilingual corpus.

A generalized global alignment algorithm.

PubMed

Huang, Xiaoqiu; Chao, Kun-Mao

2003-01-22

Homologous sequences are sometimes similar over some regions but different over other regions. Homologous sequences have a much lower global similarity if the different regions are much longer than the similar regions. We present a generalized global alignment algorithm for comparing sequences with intermittent similarities, an ordered list of similar regions separated by different regions. A generalized global alignment model is defined to handle sequences with intermittent similarities. A dynamic programming algorithm is designed to compute an optimal general alignment in time proportional to the product of sequence lengths and in space proportional to the sum of sequence lengths. The algorithm is implemented as a computer program named GAP3 (Global Alignment Program Version 3). The generalized global alignment model is validated by experimental results produced with GAP3 on both DNA and protein sequences. The GAP3 program extends the ability of standard global alignment programs to recognize homologous sequences of lower similarity. The GAP3 program is freely available for academic use at http://bioinformatics.iastate.edu/aat/align/align.html.

Hip joint centre position estimation using a dual unscented Kalman filter for computer-assisted orthopaedic surgery.

PubMed

Beretta, Elisa; De Momi, Elena; Camomilla, Valentina; Cereatti, Andrea; Cappozzo, Aurelio; Ferrigno, Giancarlo

2014-09-01

In computer-assisted knee surgery, the accuracy of the localization of the femur centre of rotation relative to the hip-bone (hip joint centre) is affected by the unavoidable and untracked pelvic movements because only the femoral pose is acquired during passive pivoting manoeuvres. We present a dual unscented Kalman filter algorithm that allows the estimation of the hip joint centre also using as input the position of a pelvic reference point that can be acquired with a skin marker placed on the hip, without increasing the invasiveness of the surgical procedure. A comparative assessment of the algorithm was carried out using data provided by in vitro experiments mimicking in vivo surgical conditions. Soft tissue artefacts were simulated and superimposed onto the position of a pelvic landmark. Femoral pivoting made of a sequence of star-like quasi-planar movements followed by a circumduction was performed. The dual unscented Kalman filter method proved to be less sensitive to pelvic displacements, which were shown to be larger during the manoeuvres in which the femur was more adducted. Comparable accuracy between all the analysed methods resulted for hip joint centre displacements smaller than 1 mm (error: 2.2 ± [0.2; 0.3] mm, median ± [inter-quartile range 25%; inter-quartile range 75%]) and between 1 and 6 mm (error: 4.8 ± [0.5; 0.8] mm) during planar movements. When the hip joint centre displacement exceeded 6 mm, the dual unscented Kalman filter proved to be more accurate than the other methods by 30% during multi-planar movements (error: 5.2 ± [1.2; 1] mm). © IMechE 2014.

Efficient Decoding With Steady-State Kalman Filter in Neural Interface Systems

PubMed Central

Malik, Wasim Q.; Truccolo, Wilson; Brown, Emery N.; Hochberg, Leigh R.

2011-01-01

The Kalman filter is commonly used in neural interface systems to decode neural activity and estimate the desired movement kinematics. We analyze a low-complexity Kalman filter implementation in which the filter gain is approximated by its steady-state form, computed offline before real-time decoding commences. We evaluate its performance using human motor cortical spike train data obtained from an intracortical recording array as part of an ongoing pilot clinical trial. We demonstrate that the standard Kalman filter gain converges to within 95% of the steady-state filter gain in 1.5 ± 0.5 s (mean ± s.d.). The difference in the intended movement velocity decoded by the two filters vanishes within 5 s, with a correlation coefficient of 0.99 between the two decoded velocities over the session length. We also find that the steady-state Kalman filter reduces the computational load (algorithm execution time) for decoding the firing rates of 25 ± 3 single units by a factor of 7.0 ± 0.9. We expect that the gain in computational efficiency will be much higher in systems with larger neural ensembles. The steady-state filter can thus provide substantial runtime efficiency at little cost in terms of estimation accuracy. This far more efficient neural decoding approach will facilitate the practical implementation of future large-dimensional, multisignal neural interface systems. PMID:21078582

Efficient data assimilation algorithm for bathymetry application

NASA Astrophysics Data System (ADS)

Ghorbanidehno, H.; Lee, J. H.; Farthing, M.; Hesser, T.; Kitanidis, P. K.; Darve, E. F.

2017-12-01

Information on the evolving state of the nearshore zone bathymetry is crucial to shoreline management, recreational safety, and naval operations. The high cost and complex logistics of using ship-based surveys for bathymetry estimation have encouraged the use of remote sensing techniques. Data assimilation methods combine the remote sensing data and nearshore hydrodynamic models to estimate the unknown bathymetry and the corresponding uncertainties. In particular, several recent efforts have combined Kalman Filter-based techniques such as ensembled-based Kalman filters with indirect video-based observations to address the bathymetry inversion problem. However, these methods often suffer from ensemble collapse and uncertainty underestimation. Here, the Compressed State Kalman Filter (CSKF) method is used to estimate the bathymetry based on observed wave celerity. In order to demonstrate the accuracy and robustness of the CSKF method, we consider twin tests with synthetic observations of wave celerity, while the bathymetry profiles are chosen based on surveys taken by the U.S. Army Corps of Engineer Field Research Facility (FRF) in Duck, NC. The first test case is a bathymetry estimation problem for a spatially smooth and temporally constant bathymetry profile. The second test case is a bathymetry estimation problem for a temporally evolving bathymetry from a smooth to a non-smooth profile. For both problems, we compare the results of CSKF with those obtained by the local ensemble transform Kalman filter (LETKF), which is a popular ensemble-based Kalman filter method.

A PC-based magnetometer-only attitude and rate determination system for gyroless spacecraft

NASA Technical Reports Server (NTRS)

Challa, M.; Natanson, G.; Deutschmann, J.; Galal, K.

1995-01-01

This paper describes a prototype PC-based system that uses measurements from a three-axis magnetometer (TAM) to estimate the state (three-axis attitude and rates) of a spacecraft given no a priori information other than the mass properties. The system uses two algorithms that estimate the spacecraft's state - a deterministic magnetic-field only algorithm and a Kalman filter for gyroless spacecraft. The algorithms are combined by invoking the deterministic algorithm to generate the spacecraft state at epoch using a small batch of data and then using this deterministic epoch solution as the initial condition for the Kalman filter during the production run. System input comprises processed data that includes TAM and reference magnetic field data. Additional information, such as control system data and measurements from line-of-sight sensors, can be input to the system if available. Test results are presented using in-flight data from two three-axis stabilized spacecraft: Solar, Anomalous, and Magnetospheric Particle Explorer (SAMPEX) (gyroless, Sun-pointing) and Earth Radiation Budget Satellite (ERBS) (gyro-based, Earth-pointing). The results show that, using as little as 700 s of data, the system is capable of accuracies of 1.5 deg in attitude and 0.01 deg/s in rates; i.e., within SAMPEX mission requirements.

Integrated Navigation System Design for Micro Planetary Rovers: Comparison of Absolute Heading Estimation Algorithms and Nonlinear Filtering

PubMed Central

Ilyas, Muhammad; Hong, Beomjin; Cho, Kuk; Baeg, Seung-Ho; Park, Sangdeok

2016-01-01

This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS) navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s) and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF) and Unscented Kalman filter (UKF) were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level. PMID:27223293

An Adaptive Low-Cost INS/GNSS Tightly-Coupled Integration Architecture Based on Redundant Measurement Noise Covariance Estimation.

PubMed

Li, Zheng; Zhang, Hai; Zhou, Qifan; Che, Huan

2017-09-05

The main objective of the introduced study is to design an adaptive Inertial Navigation System/Global Navigation Satellite System (INS/GNSS) tightly-coupled integration system that can provide more reliable navigation solutions by making full use of an adaptive Kalman filter (AKF) and satellite selection algorithm. To achieve this goal, we develop a novel redundant measurement noise covariance estimation (RMNCE) theorem, which adaptively estimates measurement noise properties by analyzing the difference sequences of system measurements. The proposed RMNCE approach is then applied to design both a modified weighted satellite selection algorithm and a type of adaptive unscented Kalman filter (UKF) to improve the performance of the tightly-coupled integration system. In addition, an adaptive measurement noise covariance expanding algorithm is developed to mitigate outliers when facing heavy multipath and other harsh situations. Both semi-physical simulation and field experiments were conducted to evaluate the performance of the proposed architecture and were compared with state-of-the-art algorithms. The results validate that the RMNCE provides a significant improvement in the measurement noise covariance estimation and the proposed architecture can improve the accuracy and reliability of the INS/GNSS tightly-coupled systems. The proposed architecture can effectively limit positioning errors under conditions of poor GNSS measurement quality and outperforms all the compared schemes.

Integrated Navigation System Design for Micro Planetary Rovers: Comparison of Absolute Heading Estimation Algorithms and Nonlinear Filtering.

PubMed

Ilyas, Muhammad; Hong, Beomjin; Cho, Kuk; Baeg, Seung-Ho; Park, Sangdeok

2016-05-23

This paper provides algorithms to fuse relative and absolute microelectromechanical systems (MEMS) navigation sensors, suitable for micro planetary rovers, to provide a more accurate estimation of navigation information, specifically, attitude and position. Planetary rovers have extremely slow speed (~1 cm/s) and lack conventional navigation sensors/systems, hence the general methods of terrestrial navigation may not be applicable to these applications. While relative attitude and position can be tracked in a way similar to those for ground robots, absolute navigation information is hard to achieve on a remote celestial body, like Moon or Mars, in contrast to terrestrial applications. In this study, two absolute attitude estimation algorithms were developed and compared for accuracy and robustness. The estimated absolute attitude was fused with the relative attitude sensors in a framework of nonlinear filters. The nonlinear Extended Kalman filter (EKF) and Unscented Kalman filter (UKF) were compared in pursuit of better accuracy and reliability in this nonlinear estimation problem, using only on-board low cost MEMS sensors. Experimental results confirmed the viability of the proposed algorithms and the sensor suite, for low cost and low weight micro planetary rovers. It is demonstrated that integrating the relative and absolute navigation MEMS sensors reduces the navigation errors to the desired level.

An Adaptive Low-Cost INS/GNSS Tightly-Coupled Integration Architecture Based on Redundant Measurement Noise Covariance Estimation

PubMed Central

Li, Zheng; Zhang, Hai; Zhou, Qifan; Che, Huan

2017-01-01

The main objective of the introduced study is to design an adaptive Inertial Navigation System/Global Navigation Satellite System (INS/GNSS) tightly-coupled integration system that can provide more reliable navigation solutions by making full use of an adaptive Kalman filter (AKF) and satellite selection algorithm. To achieve this goal, we develop a novel redundant measurement noise covariance estimation (RMNCE) theorem, which adaptively estimates measurement noise properties by analyzing the difference sequences of system measurements. The proposed RMNCE approach is then applied to design both a modified weighted satellite selection algorithm and a type of adaptive unscented Kalman filter (UKF) to improve the performance of the tightly-coupled integration system. In addition, an adaptive measurement noise covariance expanding algorithm is developed to mitigate outliers when facing heavy multipath and other harsh situations. Both semi-physical simulation and field experiments were conducted to evaluate the performance of the proposed architecture and were compared with state-of-the-art algorithms. The results validate that the RMNCE provides a significant improvement in the measurement noise covariance estimation and the proposed architecture can improve the accuracy and reliability of the INS/GNSS tightly-coupled systems. The proposed architecture can effectively limit positioning errors under conditions of poor GNSS measurement quality and outperforms all the compared schemes. PMID:28872629

ARYANA: Aligning Reads by Yet Another Approach

PubMed Central

2014-01-01

Motivation Although there are many different algorithms and software tools for aligning sequencing reads, fast gapped sequence search is far from solved. Strong interest in fast alignment is best reflected in the $106 prize for the Innocentive competition on aligning a collection of reads to a given database of reference genomes. In addition, de novo assembly of next-generation sequencing long reads requires fast overlap-layout-concensus algorithms which depend on fast and accurate alignment. Contribution We introduce ARYANA, a fast gapped read aligner, developed on the base of BWA indexing infrastructure with a completely new alignment engine that makes it significantly faster than three other aligners: Bowtie2, BWA and SeqAlto, with comparable generality and accuracy. Instead of the time-consuming backtracking procedures for handling mismatches, ARYANA comes with the seed-and-extend algorithmic framework and a significantly improved efficiency by integrating novel algorithmic techniques including dynamic seed selection, bidirectional seed extension, reset-free hash tables, and gap-filling dynamic programming. As the read length increases ARYANA's superiority in terms of speed and alignment rate becomes more evident. This is in perfect harmony with the read length trend as the sequencing technologies evolve. The algorithmic platform of ARYANA makes it easy to develop mission-specific aligners for other applications using ARYANA engine. Availability ARYANA with complete source code can be obtained from http://github.com/aryana-aligner PMID:25252881

ARYANA: Aligning Reads by Yet Another Approach.

PubMed

Gholami, Milad; Arbabi, Aryan; Sharifi-Zarchi, Ali; Chitsaz, Hamidreza; Sadeghi, Mehdi

2014-01-01

Although there are many different algorithms and software tools for aligning sequencing reads, fast gapped sequence search is far from solved. Strong interest in fast alignment is best reflected in the $10(6) prize for the Innocentive competition on aligning a collection of reads to a given database of reference genomes. In addition, de novo assembly of next-generation sequencing long reads requires fast overlap-layout-concensus algorithms which depend on fast and accurate alignment. We introduce ARYANA, a fast gapped read aligner, developed on the base of BWA indexing infrastructure with a completely new alignment engine that makes it significantly faster than three other aligners: Bowtie2, BWA and SeqAlto, with comparable generality and accuracy. Instead of the time-consuming backtracking procedures for handling mismatches, ARYANA comes with the seed-and-extend algorithmic framework and a significantly improved efficiency by integrating novel algorithmic techniques including dynamic seed selection, bidirectional seed extension, reset-free hash tables, and gap-filling dynamic programming. As the read length increases ARYANA's superiority in terms of speed and alignment rate becomes more evident. This is in perfect harmony with the read length trend as the sequencing technologies evolve. The algorithmic platform of ARYANA makes it easy to develop mission-specific aligners for other applications using ARYANA engine. ARYANA with complete source code can be obtained from http://github.com/aryana-aligner.

Accurate multiple sequence-structure alignment of RNA sequences using combinatorial optimization.

PubMed

Bauer, Markus; Klau, Gunnar W; Reinert, Knut

2007-07-27

The discovery of functional non-coding RNA sequences has led to an increasing interest in algorithms related to RNA analysis. Traditional sequence alignment algorithms, however, fail at computing reliable alignments of low-homology RNA sequences. The spatial conformation of RNA sequences largely determines their function, and therefore RNA alignment algorithms have to take structural information into account. We present a graph-based representation for sequence-structure alignments, which we model as an integer linear program (ILP). We sketch how we compute an optimal or near-optimal solution to the ILP using methods from combinatorial optimization, and present results on a recently published benchmark set for RNA alignments. The implementation of our algorithm yields better alignments in terms of two published scores than the other programs that we tested: This is especially the case with an increasing number of input sequences. Our program LARA is freely available for academic purposes from http://www.planet-lisa.net.

Constructing an Efficient Self-Tuning Aircraft Engine Model for Control and Health Management Applications

NASA Technical Reports Server (NTRS)

Armstrong, Jeffrey B.; Simon, Donald L.

2012-01-01

Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulations.Self-tuning aircraft engine models can be applied for control and health management applications. The self-tuning feature of these models minimizes the mismatch between any given engine and the underlying engineering model describing an engine family. This paper provides details of the construction of a self-tuning engine model centered on a piecewise linear Kalman filter design. Starting from a nonlinear transient aerothermal model, a piecewise linear representation is first extracted. The linearization procedure creates a database of trim vectors and state-space matrices that are subsequently scheduled for interpolation based on engine operating point. A series of steady-state Kalman gains can next be constructed from a reduced-order form of the piecewise linear model. Reduction of the piecewise linear model to an observable dimension with respect to available sensed engine measurements can be achieved using either a subset or an optimal linear combination of "health" parameters, which describe engine performance. The resulting piecewise linear Kalman filter is then implemented for faster-than-real-time processing of sensed engine measurements, generating outputs appropriate for trending engine performance, estimating both measured and unmeasured parameters for control purposes, and performing on-board gas-path fault diagnostics. Computational efficiency is achieved by designing multidimensional interpolation algorithms that exploit the shared scheduling of multiple trim vectors and system matrices. An example application illustrates the accuracy of a self-tuning piecewise linear Kalman filter model when applied to a nonlinear turbofan engine simulation. Additional discussions focus on the issue of transient response accuracy and the advantages of a piecewise linear Kalman filter in the context of validation and verification. The techniques described provide a framework for constructing efficient self-tuning aircraft engine models from complex nonlinear simulatns.

Adaptive Offset Correction for Intracortical Brain Computer Interfaces

PubMed Central

Homer, Mark L.; Perge, János A.; Black, Michael J.; Harrison, Matthew T.; Cash, Sydney S.; Hochberg, Leigh R.

2014-01-01

Intracortical brain computer interfaces (iBCIs) decode intended movement from neural activity for the control of external devices such as a robotic arm. Standard approaches include a calibration phase to estimate decoding parameters. During iBCI operation, the statistical properties of the neural activity can depart from those observed during calibration, sometimes hindering a user’s ability to control the iBCI. To address this problem, we adaptively correct the offset terms within a Kalman filter decoder via penalized maximum likelihood estimation. The approach can handle rapid shifts in neural signal behavior (on the order of seconds) and requires no knowledge of the intended movement. The algorithm, called MOCA, was tested using simulated neural activity and evaluated retrospectively using data collected from two people with tetraplegia operating an iBCI. In 19 clinical research test cases, where a nonadaptive Kalman filter yielded relatively high decoding errors, MOCA significantly reduced these errors (10.6 ±10.1%; p<0.05, pairwise t-test). MOCA did not significantly change the error in the remaining 23 cases where a nonadaptive Kalman filter already performed well. These results suggest that MOCA provides more robust decoding than the standard Kalman filter for iBCIs. PMID:24196868

Indoor Pedestrian Localization Using iBeacon and Improved Kalman Filter.

PubMed

Sung, Kwangjae; Lee, Dong Kyu 'Roy'; Kim, Hwangnam

2018-05-26

The reliable and accurate indoor pedestrian positioning is one of the biggest challenges for location-based systems and applications. Most pedestrian positioning systems have drift error and large bias due to low-cost inertial sensors and random motions of human being, as well as unpredictable and time-varying radio-frequency (RF) signals used for position determination. To solve this problem, many indoor positioning approaches that integrate the user's motion estimated by dead reckoning (DR) method and the location data obtained by RSS fingerprinting through Bayesian filter, such as the Kalman filter (KF), unscented Kalman filter (UKF), and particle filter (PF), have recently been proposed to achieve higher positioning accuracy in indoor environments. Among Bayesian filtering methods, PF is the most popular integrating approach and can provide the best localization performance. However, since PF uses a large number of particles for the high performance, it can lead to considerable computational cost. This paper presents an indoor positioning system implemented on a smartphone, which uses simple dead reckoning (DR), RSS fingerprinting using iBeacon and machine learning scheme, and improved KF. The core of the system is the enhanced KF called a sigma-point Kalman particle filter (SKPF), which localize the user leveraging both the unscented transform of UKF and the weighting method of PF. The SKPF algorithm proposed in this study is used to provide the enhanced positioning accuracy by fusing positional data obtained from both DR and fingerprinting with uncertainty. The SKPF algorithm can achieve better positioning accuracy than KF and UKF and comparable performance compared to PF, and it can provide higher computational efficiency compared with PF. iBeacon in our positioning system is used for energy-efficient localization and RSS fingerprinting. We aim to design the localization scheme that can realize the high positioning accuracy, computational efficiency, and energy efficiency through the SKPF and iBeacon indoors. Empirical experiments in real environments show that the use of the SKPF algorithm and iBeacon in our indoor localization scheme can achieve very satisfactory performance in terms of localization accuracy, computational cost, and energy efficiency.

Automatic Certification of Kalman Filters for Reliable Code Generation

NASA Technical Reports Server (NTRS)

Denney, Ewen; Fischer, Bernd; Schumann, Johann; Richardson, Julian

2005-01-01

AUTOFILTER is a tool for automatically deriving Kalman filter code from high-level declarative specifications of state estimation problems. It can generate code with a range of algorithmic characteristics and for several target platforms. The tool has been designed with reliability of the generated code in mind and is able to automatically certify that the code it generates is free from various error classes. Since documentation is an important part of software assurance, AUTOFILTER can also automatically generate various human-readable documents, containing both design and safety related information. We discuss how these features address software assurance standards such as DO-178B.

A Minimum Fuel Based Estimator for Maneuver and Natrual Dynamics Reconstruction

NASA Astrophysics Data System (ADS)

Lubey, D.; Scheeres, D.

2013-09-01

The vast and growing population of objects in Earth orbit (active and defunct spacecraft, orbital debris, etc.) offers many unique challenges when it comes to tracking these objects and associating the resulting observations. Complicating these challenges are the inaccurate natural dynamical models of these objects, the active maneuvers of spacecraft that deviate them from their ballistic trajectories, and the fact that spacecraft are tracked and operated by separate agencies. Maneuver detection and reconstruction algorithms can help with each of these issues by estimating mismodeled and unmodeled dynamics through indirect observation of spacecraft. It also helps to verify the associations made by an object correlation algorithm or aid in making those associations, which is essential when tracking objects in orbit. The algorithm developed in this study applies an Optimal Control Problem (OCP) Distance Metric approach to the problems of Maneuver Reconstruction and Dynamics Estimation. This was first developed by Holzinger, Scheeres, and Alfriend (2011), with a subsequent study by Singh, Horwood, and Poore (2012). This method estimates the minimum fuel control policy rather than the state as a typical Kalman Filter would. This difference ensures that the states are connected through a given dynamical model and allows for automatic covariance manipulation, which can help to prevent filter saturation. Using a string of measurements (either verified or hypothesized to correlate with one another), the algorithm outputs a corresponding string of adjoint and state estimates with associated noise. Post-processing techniques are implemented, which when applied to the adjoint estimates can remove noise and expose unmodeled maneuvers and mismodeled natural dynamics. Specifically, the estimated controls are used to determine spacecraft dependent accelerations (atmospheric drag and solar radiation pressure) using an adapted form of the Optimal Control based natural dynamics estimation scheme developed by Lubey and Scheeres (2012). In order to allow for direct comparison, the estimator developed here was modeled after a typical Kalman Filter. The estimator forces the terminal state to lie on a manifold that satisfies the least squares with a priori information cost function, thus establishing a link with a typical Kalman filter. Terms are collected into a pseudo-Kalman Gain, which creates an equivalent form in the state estimates and covariances between the two estimators. While the two estimators share common roots, the inclusion of control in the Minimum Fuel Estimator gives it special properties. For instance, the inclusion of adjoint noise can help to automatically prevent filter saturation in a manner similar to a State Noise Compensation Algorithm. This property is quite important when considering dynamics mismodeling as filter saturation will cause estimate divergence for mismodeled systems. Additional properties and alternative forms of the estimator are also explored in this study. Several implementations of this estimator are given in this paper. It is applied to LEO, GEO, and GTO orbits with drag and SRP mismodeling. The inclusion of unmodeled maneuvers is also considered. These numerical simulations verify the mathematical properties of this estimator, and demonstrate the advantages that this estimator has over typical Kalman Filters.

Kalman Filtered Bio Heat Transfer Model Based Self-adaptive Hybrid Magnetic Resonance Thermometry.

PubMed

Zhang, Yuxin; Chen, Shuo; Deng, Kexin; Chen, Bingyao; Wei, Xing; Yang, Jiafei; Wang, Shi; Ying, Kui

2017-01-01

To develop a self-adaptive and fast thermometry method by combining the original hybrid magnetic resonance thermometry method and the bio heat transfer equation (BHTE) model. The proposed Kalman filtered Bio Heat Transfer Model Based Self-adaptive Hybrid Magnetic Resonance Thermometry, abbreviated as KalBHT hybrid method, introduced the BHTE model to synthesize a window on the regularization term of the hybrid algorithm, which leads to a self-adaptive regularization both spatially and temporally with change of temperature. Further, to decrease the sensitivity to accuracy of the BHTE model, Kalman filter is utilized to update the window at each iteration time. To investigate the effect of the proposed model, computer heating simulation, phantom microwave heating experiment and dynamic in-vivo model validation of liver and thoracic tumor were conducted in this study. The heating simulation indicates that the KalBHT hybrid algorithm achieves more accurate results without adjusting λ to a proper value in comparison to the hybrid algorithm. The results of the phantom heating experiment illustrate that the proposed model is able to follow temperature changes in the presence of motion and the temperature estimated also shows less noise in the background and surrounding the hot spot. The dynamic in-vivo model validation with heating simulation demonstrates that the proposed model has a higher convergence rate, more robustness to susceptibility problem surrounding the hot spot and more accuracy of temperature estimation. In the healthy liver experiment with heating simulation, the RMSE of the hot spot of the proposed model is reduced to about 50% compared to the RMSE of the original hybrid model and the convergence time becomes only about one fifth of the hybrid model. The proposed model is able to improve the accuracy of the original hybrid algorithm and accelerate the convergence rate of MR temperature estimation.

The Estimation Theory Framework of Data Assimilation

NASA Technical Reports Server (NTRS)

Cohn, S.; Atlas, Robert (Technical Monitor)

2002-01-01

Lecture 1. The Estimation Theory Framework of Data Assimilation: 1. The basic framework: dynamical and observation models; 2. Assumptions and approximations; 3. The filtering, smoothing, and prediction problems; 4. Discrete Kalman filter and smoother algorithms; and 5. Example: A retrospective data assimilation system

Node fingerprinting: an efficient heuristic for aligning biological networks.

PubMed

Radu, Alex; Charleston, Michael

2014-10-01

With the continuing increase in availability of biological data and improvements to biological models, biological network analysis has become a promising area of research. An emerging technique for the analysis of biological networks is through network alignment. Network alignment has been used to calculate genetic distance, similarities between regulatory structures, and the effect of external forces on gene expression, and to depict conditional activity of expression modules in cancer. Network alignment is algorithmically complex, and therefore we must rely on heuristics, ideally as efficient and accurate as possible. The majority of current techniques for network alignment rely on precomputed information, such as with protein sequence alignment, or on tunable network alignment parameters, which may introduce an increased computational overhead. Our presented algorithm, which we call Node Fingerprinting (NF), is appropriate for performing global pairwise network alignment without precomputation or tuning, can be fully parallelized, and is able to quickly compute an accurate alignment between two biological networks. It has performed as well as or better than existing algorithms on biological and simulated data, and with fewer computational resources. The algorithmic validation performed demonstrates the low computational resource requirements of NF.

A modified NARMAX model-based self-tuner with fault tolerance for unknown nonlinear stochastic hybrid systems with an input-output direct feed-through term.

PubMed

Tsai, Jason S-H; Hsu, Wen-Teng; Lin, Long-Guei; Guo, Shu-Mei; Tann, Joseph W

2014-01-01

A modified nonlinear autoregressive moving average with exogenous inputs (NARMAX) model-based state-space self-tuner with fault tolerance is proposed in this paper for the unknown nonlinear stochastic hybrid system with a direct transmission matrix from input to output. Through the off-line observer/Kalman filter identification method, one has a good initial guess of modified NARMAX model to reduce the on-line system identification process time. Then, based on the modified NARMAX-based system identification, a corresponding adaptive digital control scheme is presented for the unknown continuous-time nonlinear system, with an input-output direct transmission term, which also has measurement and system noises and inaccessible system states. Besides, an effective state space self-turner with fault tolerance scheme is presented for the unknown multivariable stochastic system. A quantitative criterion is suggested by comparing the innovation process error estimated by the Kalman filter estimation algorithm, so that a weighting matrix resetting technique by adjusting and resetting the covariance matrices of parameter estimate obtained by the Kalman filter estimation algorithm is utilized to achieve the parameter estimation for faulty system recovery. Consequently, the proposed method can effectively cope with partially abrupt and/or gradual system faults and input failures by the fault detection. Copyright © 2013 ISA. Published by Elsevier Ltd. All rights reserved.

Angular-Rate Estimation Using Star Tracker Measurements

NASA Technical Reports Server (NTRS)

Azor, R.; Bar-Itzhack, I.; Deutschmann, Julie K.; Harman, Richard R.

1999-01-01

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quatemion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quatemion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quatemion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Angular-Rate Estimation using Star Tracker Measurements

NASA Technical Reports Server (NTRS)

Azor, R.; Bar-Itzhack, Itzhack Y.; Deutschmann, Julie K.; Harman, Richard R.

1999-01-01

This paper presents algorithms for estimating the angular-rate vector of satellites using quaternion measurements. Two approaches are compared, one that uses differentiated quaternion measurements to yield coarse rate measurements which are then fed into two different estimators. In the other approach the raw quaternion measurements themselves are fed directly into the two estimators. The two estimators rely on the ability to decompose the non-linear rate dependent part of the rotational dynamics equation of a rigid body into a product of an angular-rate dependent matrix and the angular-rate vector itself. This decomposition, which is not unique, enables the treatment of the nonlinear spacecraft dynamics model as a linear one and, consequently, the application of a Pseudo-Linear Kalman Filter (PSELIKA). It also enables the application of a special Kalman filter which is based on the use of the solution of the State Dependent Algebraic Riccati Equation (SDARE) in order to compute the Kalman gain matrix and thus eliminates the need to propagate and update the filter covariance matrix. The replacement of the elaborate rotational dynamics by a simple first order Markov model is also examined. In this paper a special consideration is given to the problem of delayed quaternion measurements. Two solutions to this problem are suggested and tested. Real Rossi X-Ray Timing Explorer (RXTE) data is used to test these algorithms, and results of these tests are presented.

Time-frequency analysis of band-limited EEG with BMFLC and Kalman filter for BCI applications

PubMed Central

2013-01-01

Background Time-Frequency analysis of electroencephalogram (EEG) during different mental tasks received significant attention. As EEG is non-stationary, time-frequency analysis is essential to analyze brain states during different mental tasks. Further, the time-frequency information of EEG signal can be used as a feature for classification in brain-computer interface (BCI) applications. Methods To accurately model the EEG, band-limited multiple Fourier linear combiner (BMFLC), a linear combination of truncated multiple Fourier series models is employed. A state-space model for BMFLC in combination with Kalman filter/smoother is developed to obtain accurate adaptive estimation. By virtue of construction, BMFLC with Kalman filter/smoother provides accurate time-frequency decomposition of the bandlimited signal. Results The proposed method is computationally fast and is suitable for real-time BCI applications. To evaluate the proposed algorithm, a comparison with short-time Fourier transform (STFT) and continuous wavelet transform (CWT) for both synthesized and real EEG data is performed in this paper. The proposed method is applied to BCI Competition data IV for ERD detection in comparison with existing methods. Conclusions Results show that the proposed algorithm can provide optimal time-frequency resolution as compared to STFT and CWT. For ERD detection, BMFLC-KF outperforms STFT and BMFLC-KS in real-time applicability with low computational requirement. PMID:24274109

F-8C adaptive control law refinement and software development

NASA Technical Reports Server (NTRS)

Hartmann, G. L.; Stein, G.

1981-01-01

An explicit adaptive control algorithm based on maximum likelihood estimation of parameters was designed. To avoid iterative calculations, the algorithm uses parallel channels of Kalman filters operating at fixed locations in parameter space. This algorithm was implemented in NASA/DFRC's Remotely Augmented Vehicle (RAV) facility. Real-time sensor outputs (rate gyro, accelerometer, surface position) are telemetered to a ground computer which sends new gain values to an on-board system. Ground test data and flight records were used to establish design values of noise statistics and to verify the ground-based adaptive software.

MATSurv: multisensor air traffic surveillance system

NASA Astrophysics Data System (ADS)

Yeddanapudi, Murali; Bar-Shalom, Yaakov; Pattipati, Krishna R.; Gassner, Richard R.

1995-09-01

This paper deals with the design and implementation of MATSurv 1--an experimental Multisensor Air Traffic Surveillance system. The proposed system consists of a Kalman filter based state estimator used in conjunction with a 2D sliding window assignment algorithm. Real data from two FAA radars is used to evaluate the performance of this algorithm. The results indicate that the proposed algorithm provides a superior classification of the measurements into tracks (i.e., the most likely aircraft trajectories) when compared to the aircraft trajectories obtained using the measurement IDs (squawk or IFF code).

Enhanced Pedestrian Navigation Based on Course Angle Error Estimation Using Cascaded Kalman Filters

PubMed Central

Park, Chan Gook

2018-01-01

An enhanced pedestrian dead reckoning (PDR) based navigation algorithm, which uses two cascaded Kalman filters (TCKF) for the estimation of course angle and navigation errors, is proposed. The proposed algorithm uses a foot-mounted inertial measurement unit (IMU), waist-mounted magnetic sensors, and a zero velocity update (ZUPT) based inertial navigation technique with TCKF. The first stage filter estimates the course angle error of a human, which is closely related to the heading error of the IMU. In order to obtain the course measurements, the filter uses magnetic sensors and a position-trace based course angle. For preventing magnetic disturbance from contaminating the estimation, the magnetic sensors are attached to the waistband. Because the course angle error is mainly due to the heading error of the IMU, and the characteristic error of the heading angle is highly dependent on that of the course angle, the estimated course angle error is used as a measurement for estimating the heading error in the second stage filter. At the second stage, an inertial navigation system-extended Kalman filter-ZUPT (INS-EKF-ZUPT) method is adopted. As the heading error is estimated directly by using course-angle error measurements, the estimation accuracy for the heading and yaw gyro bias can be enhanced, compared with the ZUPT-only case, which eventually enhances the position accuracy more efficiently. The performance enhancements are verified via experiments, and the way-point position error for the proposed method is compared with those for the ZUPT-only case and with other cases that use ZUPT and various types of magnetic heading measurements. The results show that the position errors are reduced by a maximum of 90% compared with the conventional ZUPT based PDR algorithms. PMID:29690539

Radar data smoothing filter study

NASA Technical Reports Server (NTRS)

White, J. V.

1984-01-01

The accuracy of the current Wallops Flight Facility (WFF) data smoothing techniques for a variety of radars and payloads is examined. Alternative data reduction techniques are given and recommendations are made for improving radar data processing at WFF. A data adaptive algorithm, based on Kalman filtering and smoothing techniques, is also developed for estimating payload trajectories above the atmosphere from noisy time varying radar data. This algorithm is tested and verified using radar tracking data from WFF.

"FORCE" learning in recurrent neural networks as data assimilation

NASA Astrophysics Data System (ADS)

Duane, Gregory S.

2017-12-01

It is shown that the "FORCE" algorithm for learning in arbitrarily connected networks of simple neuronal units can be cast as a Kalman Filter, with a particular state-dependent form for the background error covariances. The resulting interpretation has implications for initialization of the learning algorithm, leads to an extension to include interactions between the weight updates for different neurons, and can represent relationships within groups of multiple target output signals.

Tuning of Kalman filter parameters via genetic algorithm for state-of-charge estimation in battery management system.

PubMed

Ting, T O; Man, Ka Lok; Lim, Eng Gee; Leach, Mark

2014-01-01

In this work, a state-space battery model is derived mathematically to estimate the state-of-charge (SoC) of a battery system. Subsequently, Kalman filter (KF) is applied to predict the dynamical behavior of the battery model. Results show an accurate prediction as the accumulated error, in terms of root-mean-square (RMS), is a very small value. From this work, it is found that different sets of Q and R values (KF's parameters) can be applied for better performance and hence lower RMS error. This is the motivation for the application of a metaheuristic algorithm. Hence, the result is further improved by applying a genetic algorithm (GA) to tune Q and R parameters of the KF. In an online application, a GA can be applied to obtain the optimal parameters of the KF before its application to a real plant (system). This simply means that the instantaneous response of the KF is not affected by the time consuming GA as this approach is applied only once to obtain the optimal parameters. The relevant workable MATLAB source codes are given in the appendix to ease future work and analysis in this area.

An extended Kalman filter for mouse tracking.

PubMed

Choi, Hongjun; Kim, Mingi; Lee, Onseok

2018-05-19

Animal tracking is an important tool for observing behavior, which is useful in various research areas. Animal specimens can be tracked using dynamic models and observation models that require several types of data. Tracking mouse has several barriers due to the physical characteristics of the mouse, their unpredictable movement, and cluttered environments. Therefore, we propose a reliable method that uses a detection stage and a tracking stage to successfully track mouse. The detection stage detects the surface area of the mouse skin, and the tracking stage implements an extended Kalman filter to estimate the state variables of a nonlinear model. The changes in the overall shape of the mouse are tracked using an oval-shaped tracking model to estimate the parameters for the ellipse. An experiment is conducted to demonstrate the performance of the proposed tracking algorithm using six video images showing various types of movement, and the ground truth values for synthetic images are compared to the values generated by the tracking algorithm. A conventional manual tracking method is also applied to compare across eight experimenters. Furthermore, the effectiveness of the proposed tracking method is also demonstrated by applying the tracking algorithm with actual images of mouse. Graphical abstract.

Tuning of Kalman Filter Parameters via Genetic Algorithm for State-of-Charge Estimation in Battery Management System

PubMed Central

Ting, T. O.; Lim, Eng Gee

2014-01-01

In this work, a state-space battery model is derived mathematically to estimate the state-of-charge (SoC) of a battery system. Subsequently, Kalman filter (KF) is applied to predict the dynamical behavior of the battery model. Results show an accurate prediction as the accumulated error, in terms of root-mean-square (RMS), is a very small value. From this work, it is found that different sets of Q and R values (KF's parameters) can be applied for better performance and hence lower RMS error. This is the motivation for the application of a metaheuristic algorithm. Hence, the result is further improved by applying a genetic algorithm (GA) to tune Q and R parameters of the KF. In an online application, a GA can be applied to obtain the optimal parameters of the KF before its application to a real plant (system). This simply means that the instantaneous response of the KF is not affected by the time consuming GA as this approach is applied only once to obtain the optimal parameters. The relevant workable MATLAB source codes are given in the appendix to ease future work and analysis in this area. PMID:25162041

Comparison and testing of extended Kalman filters for attitude estimation of the Earth radiation budget satellite

NASA Technical Reports Server (NTRS)

Deutschmann, Julie; Bar-Itzhack, Itzhack Y.; Rokni, Mohammad

1990-01-01

The testing and comparison of two Extended Kalman Filters (EKFs) developed for the Earth Radiation Budget Satellite (ERBS) is described. One EKF updates the attitude quaternion using a four component additive error quaternion. This technique is compared to that of a second EKF, which uses a multiplicative error quaternion. A brief development of the multiplicative algorithm is included. The mathematical development of the additive EKF was presented in the 1989 Flight Mechanics/Estimation Theory Symposium along with some preliminary testing results using real spacecraft data. A summary of the additive EKF algorithm is included. The convergence properties, singularity problems, and normalization techniques of the two filters are addressed. Both filters are also compared to those from the ERBS operational ground support software, which uses a batch differential correction algorithm to estimate attitude and gyro biases. Sensitivity studies are performed on the estimation of sensor calibration states. The potential application of the EKF for real time and non-real time ground attitude determination and sensor calibration for future missions such as the Gamma Ray Observatory (GRO) and the Small Explorer Mission (SMEX) is also presented.

AntiClustal: Multiple Sequence Alignment by antipole clustering and linear approximate 1-median computation.

PubMed

Di Pietro, C; Di Pietro, V; Emmanuele, G; Ferro, A; Maugeri, T; Modica, E; Pigola, G; Pulvirenti, A; Purrello, M; Ragusa, M; Scalia, M; Shasha, D; Travali, S; Zimmitti, V

2003-01-01

In this paper we present a new Multiple Sequence Alignment (MSA) algorithm called AntiClusAl. The method makes use of the commonly use idea of aligning homologous sequences belonging to classes generated by some clustering algorithm, and then continue the alignment process ina bottom-up way along a suitable tree structure. The final result is then read at the root of the tree. Multiple sequence alignment in each cluster makes use of the progressive alignment with the 1-median (center) of the cluster. The 1-median of set S of sequences is the element of S which minimizes the average distance from any other sequence in S. Its exact computation requires quadratic time. The basic idea of our proposed algorithm is to make use of a simple and natural algorithmic technique based on randomized tournaments which has been successfully applied to large size search problems in general metric spaces. In particular a clustering algorithm called Antipole tree and an approximate linear 1-median computation are used. Our algorithm compared with Clustal W, a widely used tool to MSA, shows a better running time results with fully comparable alignment quality. A successful biological application showing high aminoacid conservation during evolution of Xenopus laevis SOD2 is also cited.

The Application of the Weighted k-Partite Graph Problem to the Multiple Alignment for Metabolic Pathways.

PubMed

Chen, Wenbin; Hendrix, William; Samatova, Nagiza F

2017-12-01

The problem of aligning multiple metabolic pathways is one of very challenging problems in computational biology. A metabolic pathway consists of three types of entities: reactions, compounds, and enzymes. Based on similarities between enzymes, Tohsato et al. gave an algorithm for aligning multiple metabolic pathways. However, the algorithm given by Tohsato et al. neglects the similarities among reactions, compounds, enzymes, and pathway topology. How to design algorithms for the alignment problem of multiple metabolic pathways based on the similarity of reactions, compounds, and enzymes? It is a difficult computational problem. In this article, we propose an algorithm for the problem of aligning multiple metabolic pathways based on the similarities among reactions, compounds, enzymes, and pathway topology. First, we compute a weight between each pair of like entities in different input pathways based on the entities' similarity score and topological structure using Ay et al.'s methods. We then construct a weighted k-partite graph for the reactions, compounds, and enzymes. We extract a mapping between these entities by solving the maximum-weighted k-partite matching problem by applying a novel heuristic algorithm. By analyzing the alignment results of multiple pathways in different organisms, we show that the alignments found by our algorithm correctly identify common subnetworks among multiple pathways.

Evaluation of mathematical algorithms for automatic patient alignment in radiosurgery.

PubMed

Williams, Kenneth M; Schulte, Reinhard W; Schubert, Keith E; Wroe, Andrew J

2015-06-01

Image registration techniques based on anatomical features can serve to automate patient alignment for intracranial radiosurgery procedures in an effort to improve the accuracy and efficiency of the alignment process as well as potentially eliminate the need for implanted fiducial markers. To explore this option, four two-dimensional (2D) image registration algorithms were analyzed: the phase correlation technique, mutual information (MI) maximization, enhanced correlation coefficient (ECC) maximization, and the iterative closest point (ICP) algorithm. Digitally reconstructed radiographs from the treatment planning computed tomography scan of a human skull were used as the reference images, while orthogonal digital x-ray images taken in the treatment room were used as the captured images to be aligned. The accuracy of aligning the skull with each algorithm was compared to the alignment of the currently practiced procedure, which is based on a manual process of selecting common landmarks, including implanted fiducials and anatomical skull features. Of the four algorithms, three (phase correlation, MI maximization, and ECC maximization) demonstrated clinically adequate (ie, comparable to the standard alignment technique) translational accuracy and improvements in speed compared to the interactive, user-guided technique; however, the ICP algorithm failed to give clinically acceptable results. The results of this work suggest that a combination of different algorithms may provide the best registration results. This research serves as the initial groundwork for the translation of automated, anatomy-based 2D algorithms into a real-world system for 2D-to-2D image registration and alignment for intracranial radiosurgery. This may obviate the need for invasive implantation of fiducial markers into the skull and may improve treatment room efficiency and accuracy. © The Author(s) 2014.

A Novel Center Star Multiple Sequence Alignment Algorithm Based on Affine Gap Penalty and K-Band

NASA Astrophysics Data System (ADS)

Zou, Quan; Shan, Xiao; Jiang, Yi

Multiple sequence alignment is one of the most important topics in computational biology, but it cannot deal with the large data so far. As the development of copy-number variant(CNV) and Single Nucleotide Polymorphisms(SNP) research, many researchers want to align numbers of similar sequences for detecting CNV and SNP. In this paper, we propose a novel multiple sequence alignment algorithm based on affine gap penalty and k-band. It can align more quickly and accurately, that will be helpful for mining CNV and SNP. Experiments prove the performance of our algorithm.

An Integrated Optimal Estimation Approach to Spitzer Space Telescope Focal Plane Survey

NASA Technical Reports Server (NTRS)

Bayard, David S.; Kang, Bryan H.; Brugarolas, Paul B.; Boussalis, D.

2004-01-01

This paper discusses an accurate and efficient method for focal plane survey that was used for the Spitzer Space Telescope. The approach is based on using a high-order 37-state Instrument Pointing Frame (IPF) Kalman filter that combines both engineering parameters and science parameters into a single filter formulation. In this approach, engineering parameters such as pointing alignments, thermomechanical drift and gyro drifts are estimated along with science parameters such as plate scales and optical distortions. This integrated approach has many advantages compared to estimating the engineering and science parameters separately. The resulting focal plane survey approach is applicable to a diverse range of science instruments such as imaging cameras, spectroscopy slits, and scanning-type arrays alike. The paper will summarize results from applying the IPF Kalman Filter to calibrating the Spitzer Space Telescope focal plane, containing the MIPS, IRAC, and the IRS science Instrument arrays.

Traditional Tracking with Kalman Filter on Parallel Architectures

NASA Astrophysics Data System (ADS)

Cerati, Giuseppe; Elmer, Peter; Lantz, Steven; MacNeill, Ian; McDermott, Kevin; Riley, Dan; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi

2015-05-01

Power density constraints are limiting the performance improvements of modern CPUs. To address this, we have seen the introduction of lower-power, multi-core processors, but the future will be even more exciting. In order to stay within the power density limits but still obtain Moore's Law performance/price gains, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Example technologies today include Intel's Xeon Phi and GPGPUs. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High Luminosity LHC, for example, this will be by far the dominant problem. The most common track finding techniques in use today are however those based on the Kalman Filter. Significant experience has been accumulated with these techniques on real tracking detector systems, both in the trigger and offline. We report the results of our investigations into the potential and limitations of these algorithms on the new parallel hardware.

Entropy-based adaptive attitude estimation

NASA Astrophysics Data System (ADS)

Kiani, Maryam; Barzegar, Aylin; Pourtakdoust, Seid H.

2018-03-01

Gaussian approximation filters have increasingly been developed to enhance the accuracy of attitude estimation in space missions. The effective employment of these algorithms demands accurate knowledge of system dynamics and measurement models, as well as their noise characteristics, which are usually unavailable or unreliable. An innovation-based adaptive filtering approach has been adopted as a solution to this problem; however, it exhibits two major challenges, namely appropriate window size selection and guaranteed assurance of positive definiteness for the estimated noise covariance matrices. The current work presents two novel techniques based on relative entropy and confidence level concepts in order to address the abovementioned drawbacks. The proposed adaptation techniques are applied to two nonlinear state estimation algorithms of the extended Kalman filter and cubature Kalman filter for attitude estimation of a low earth orbit satellite equipped with three-axis magnetometers and Sun sensors. The effectiveness of the proposed adaptation scheme is demonstrated by means of comprehensive sensitivity analysis on the system and environmental parameters by using extensive independent Monte Carlo simulations.

Dynamic Bus Travel Time Prediction Models on Road with Multiple Bus Routes

PubMed Central

Bai, Cong; Peng, Zhong-Ren; Lu, Qing-Chang; Sun, Jian

2015-01-01

Accurate and real-time travel time information for buses can help passengers better plan their trips and minimize waiting times. A dynamic travel time prediction model for buses addressing the cases on road with multiple bus routes is proposed in this paper, based on support vector machines (SVMs) and Kalman filtering-based algorithm. In the proposed model, the well-trained SVM model predicts the baseline bus travel times from the historical bus trip data; the Kalman filtering-based dynamic algorithm can adjust bus travel times with the latest bus operation information and the estimated baseline travel times. The performance of the proposed dynamic model is validated with the real-world data on road with multiple bus routes in Shenzhen, China. The results show that the proposed dynamic model is feasible and applicable for bus travel time prediction and has the best prediction performance among all the five models proposed in the study in terms of prediction accuracy on road with multiple bus routes. PMID:26294903

A comparative study of sensor fault diagnosis methods based on observer for ECAS system

NASA Astrophysics Data System (ADS)

Xu, Xing; Wang, Wei; Zou, Nannan; Chen, Long; Cui, Xiaoli

2017-03-01

The performance and practicality of electronically controlled air suspension (ECAS) system are highly dependent on the state information supplied by kinds of sensors, but faults of sensors occur frequently. Based on a non-linearized 3-DOF 1/4 vehicle model, different methods of fault detection and isolation (FDI) are used to diagnose the sensor faults for ECAS system. The considered approaches include an extended Kalman filter (EKF) with concise algorithm, a strong tracking filter (STF) with robust tracking ability, and the cubature Kalman filter (CKF) with numerical precision. We propose three filters of EKF, STF, and CKF to design a state observer of ECAS system under typical sensor faults and noise. Results show that three approaches can successfully detect and isolate faults respectively despite of the existence of environmental noise, FDI time delay and fault sensitivity of different algorithms are different, meanwhile, compared with EKF and STF, CKF method has best performing FDI of sensor faults for ECAS system.

Estimation of the full-field dynamic response of a floating bridge using Kalman-type filtering algorithms

NASA Astrophysics Data System (ADS)

Petersen, Ø. W.; Øiseth, O.; Nord, T. S.; Lourens, E.

2018-07-01

Numerical predictions of the dynamic response of complex structures are often uncertain due to uncertainties inherited from the assumed load effects. Inverse methods can estimate the true dynamic response of a structure through system inversion, combining measured acceleration data with a system model. This article presents a case study of full-field dynamic response estimation of a long-span floating bridge: the Bergøysund Bridge in Norway. This bridge is instrumented with a network of 14 triaxial accelerometers. The system model consists of 27 vibration modes with natural frequencies below 2 Hz, obtained from a tuned finite element model that takes the fluid-structure interaction with the surrounding water into account. Two methods, a joint input-state estimation algorithm and a dual Kalman filter, are applied to estimate the full-field response of the bridge. The results demonstrate that the displacements and the accelerations can be estimated at unmeasured locations with reasonable accuracy when the wave loads are the dominant source of excitation.

Dynamic Bus Travel Time Prediction Models on Road with Multiple Bus Routes.

PubMed

Bai, Cong; Peng, Zhong-Ren; Lu, Qing-Chang; Sun, Jian

2015-01-01

Accurate and real-time travel time information for buses can help passengers better plan their trips and minimize waiting times. A dynamic travel time prediction model for buses addressing the cases on road with multiple bus routes is proposed in this paper, based on support vector machines (SVMs) and Kalman filtering-based algorithm. In the proposed model, the well-trained SVM model predicts the baseline bus travel times from the historical bus trip data; the Kalman filtering-based dynamic algorithm can adjust bus travel times with the latest bus operation information and the estimated baseline travel times. The performance of the proposed dynamic model is validated with the real-world data on road with multiple bus routes in Shenzhen, China. The results show that the proposed dynamic model is feasible and applicable for bus travel time prediction and has the best prediction performance among all the five models proposed in the study in terms of prediction accuracy on road with multiple bus routes.

Spiking Neural Network Decoder for Brain-Machine Interfaces.

PubMed

Dethier, Julie; Gilja, Vikash; Nuyujukian, Paul; Elassaad, Shauki A; Shenoy, Krishna V; Boahen, Kwabena

2011-01-01

We used a spiking neural network (SNN) to decode neural data recorded from a 96-electrode array in premotor/motor cortex while a rhesus monkey performed a point-to-point reaching arm movement task. We mapped a Kalman-filter neural prosthetic decode algorithm developed to predict the arm's velocity on to the SNN using the Neural Engineering Framework and simulated it using Nengo , a freely available software package. A 20,000-neuron network matched the standard decoder's prediction to within 0.03% (normalized by maximum arm velocity). A 1,600-neuron version of this network was within 0.27%, and run in real-time on a 3GHz PC. These results demonstrate that a SNN can implement a statistical signal processing algorithm widely used as the decoder in high-performance neural prostheses (Kalman filter), and achieve similar results with just a few thousand neurons. Hardware SNN implementations-neuromorphic chips-may offer power savings, essential for realizing fully-implantable cortically controlled prostheses.

Development of an embedded instrument for autofocus and polarization alignment of polarization maintaining fiber

NASA Astrophysics Data System (ADS)

Feng, Di; Fang, Qimeng; Huang, Huaibo; Zhao, Zhengqi; Song, Ningfang

2017-12-01

The development and implementation of a practical instrument based on an embedded technique for autofocus and polarization alignment of polarization maintaining fiber is presented. For focusing efficiency and stability, an image-based focusing algorithm fully considering the image definition evaluation and the focusing search strategy was used to accomplish autofocus. For improving the alignment accuracy, various image-based algorithms of alignment detection were developed with high calculation speed and strong robustness. The instrument can be operated as a standalone device with real-time processing and convenience operations. The hardware construction, software interface, and image-based algorithms of main modules are described. Additionally, several image simulation experiments were also carried out to analyze the accuracy of the above alignment detection algorithms. Both the simulation results and experiment results indicate that the instrument can achieve the accuracy of polarization alignment <±0.1 deg.

A novel approach to multiple sequence alignment using hadoop data grids.

PubMed

Sudha Sadasivam, G; Baktavatchalam, G

2010-01-01

Multiple alignment of protein sequences helps to determine evolutionary linkage and to predict molecular structures. The factors to be considered while aligning multiple sequences are speed and accuracy of alignment. Although dynamic programming algorithms produce accurate alignments, they are computation intensive. In this paper we propose a time efficient approach to sequence alignment that also produces quality alignment. The dynamic nature of the algorithm coupled with data and computational parallelism of hadoop data grids improves the accuracy and speed of sequence alignment. The principle of block splitting in hadoop coupled with its scalability facilitates alignment of very large sequences.

Reduction of Magnetic Noise Associated with Ocean Waves by Sage-Husa Adaptive Kalman Filter in Towed Overhauser Marine Magnetic Sensor

NASA Astrophysics Data System (ADS)

GE, J.; Dong, H.; Liu, H.; Luo, W.

2016-12-01

In the extreme sea conditions and deep-sea detection, the towed Overhauser marine magnetic sensor is easily affected by the magnetic noise associated with ocean waves. We demonstrate the reduction of the magnetic noise by Sage-Husa adaptive Kalman filter. Based on Weaver's model, we analyze the induced magnetic field variations associated with the different ocean depths, wave periods and amplitudes in details. Furthermore, we take advantage of the classic Kalman filter to reduce the magnetic noise and improve the signal to noise ratio of the magnetic anomaly data. In the practical marine magnetic surveys, the extreme sea conditions can change priori statistics of the noise, and may decrease the effect of Kalman filtering estimation. To solve this problem, an improved Sage-Husa adaptive filtering algorithm is used to reduce the dependence on the prior statistics. In addition, we implement a towed Overhauser marine magnetometer (Figure 1) to test the proposed method, and it consists of a towfish, an Overhauser total field sensor, a console, and other condition monitoring sensors. Over all, the comparisons of simulation experiments with and without the filter show that the power spectral density of the magnetic noise is reduced to 0.1 nT/Hz1/2@1Hz from 1 nT/Hz1/2@1Hz. The contrasts between the Sage-Husa filter and the classic Kalman filter (Figure 2) show the filtering accuracy and adaptive capacity are improved.

Parallelized Kalman-Filter-Based Reconstruction of Particle Tracks on Many-Core Processors and GPUs

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava

2017-01-01

For over a decade now, physical and energy constraints have limited clock speed improvements in commodity microprocessors. Instead, chipmakers have been pushed into producing lower-power, multi-core processors such as Graphical Processing Units (GPU), ARM CPUs, and Intel MICs. Broad-based efforts from manufacturers and developers have been devoted to making these processors user-friendly enough to perform general computations. However, extracting performance from a larger number of cores, as well as specialized vector or SIMD units, requires special care in algorithm design and code optimization. One of the most computationally challenging problems in high-energy particle experiments is finding and fitting the charged-particlemore » tracks during event reconstruction. This is expected to become by far the dominant problem at the High-Luminosity Large Hadron Collider (HL-LHC), for example. Today the most common track finding methods are those based on the Kalman filter. Experience with Kalman techniques on real tracking detector systems has shown that they are robust and provide high physics performance. This is why they are currently in use at the LHC, both in the trigger and offine. Previously we reported on the significant parallel speedups that resulted from our investigations to adapt Kalman filters to track fitting and track building on Intel Xeon and Xeon Phi. Here, we discuss our progresses toward the understanding of these processors and the new developments to port the Kalman filter to NVIDIA GPUs.« less

Efficient Data Assimilation Algorithms for Bathymetry Applications

NASA Astrophysics Data System (ADS)

Ghorbanidehno, H.; Kokkinaki, A.; Lee, J. H.; Farthing, M.; Hesser, T.; Kitanidis, P. K.; Darve, E. F.

2016-12-01

Information on the evolving state of the nearshore zone bathymetry is crucial to shoreline management, recreational safety, and naval operations. The high cost and complex logistics of using ship-based surveys for bathymetry estimation have encouraged the use of remote sensing monitoring. Data assimilation methods combine monitoring data and models of nearshore dynamics to estimate the unknown bathymetry and the corresponding uncertainties. Existing applications have been limited to the basic Kalman Filter (KF) and the Ensemble Kalman Filter (EnKF). The former can only be applied to low-dimensional problems due to its computational cost; the latter often suffers from ensemble collapse and uncertainty underestimation. This work explores the use of different variants of the Kalman Filter for bathymetry applications. In particular, we compare the performance of the EnKF to the Unscented Kalman Filter and the Hierarchical Kalman Filter, both of which are KF variants for non-linear problems. The objective is to identify which method can better handle the nonlinearities of nearshore physics, while also having a reasonable computational cost. We present two applications; first, the bathymetry of a synthetic one-dimensional cross section normal to the shore is estimated from wave speed measurements. Second, real remote measurements with unknown error statistics are used and compared to in situ bathymetric survey data collected at the USACE Field Research Facility in Duck, NC. We evaluate the information content of different data sets and explore the impact of measurement error and nonlinearities.

Parallelized Kalman-Filter-Based Reconstruction of Particle Tracks on Many-Core Processors and GPUs

NASA Astrophysics Data System (ADS)

Cerati, Giuseppe; Elmer, Peter; Krutelyov, Slava; Lantz, Steven; Lefebvre, Matthieu; Masciovecchio, Mario; McDermott, Kevin; Riley, Daniel; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi

2017-08-01

For over a decade now, physical and energy constraints have limited clock speed improvements in commodity microprocessors. Instead, chipmakers have been pushed into producing lower-power, multi-core processors such as Graphical Processing Units (GPU), ARM CPUs, and Intel MICs. Broad-based efforts from manufacturers and developers have been devoted to making these processors user-friendly enough to perform general computations. However, extracting performance from a larger number of cores, as well as specialized vector or SIMD units, requires special care in algorithm design and code optimization. One of the most computationally challenging problems in high-energy particle experiments is finding and fitting the charged-particle tracks during event reconstruction. This is expected to become by far the dominant problem at the High-Luminosity Large Hadron Collider (HL-LHC), for example. Today the most common track finding methods are those based on the Kalman filter. Experience with Kalman techniques on real tracking detector systems has shown that they are robust and provide high physics performance. This is why they are currently in use at the LHC, both in the trigger and offine. Previously we reported on the significant parallel speedups that resulted from our investigations to adapt Kalman filters to track fitting and track building on Intel Xeon and Xeon Phi. Here, we discuss our progresses toward the understanding of these processors and the new developments to port the Kalman filter to NVIDIA GPUs.

An Eigensystem Realization Algorithm (ERA) for modal parameter identification and model reduction

NASA Technical Reports Server (NTRS)

Juang, J. N.; Pappa, R. S.

1985-01-01

A method, called the Eigensystem Realization Algorithm (ERA), is developed for modal parameter identification and model reduction of dynamic systems from test data. A new approach is introduced in conjunction with the singular value decomposition technique to derive the basic formulation of minimum order realization which is an extended version of the Ho-Kalman algorithm. The basic formulation is then transformed into modal space for modal parameter identification. Two accuracy indicators are developed to quantitatively identify the system modes and noise modes. For illustration of the algorithm, examples are shown using simulation data and experimental data for a rectangular grid structure.

The research of radar target tracking observed information linear filter method

NASA Astrophysics Data System (ADS)

Chen, Zheng; Zhao, Xuanzhi; Zhang, Wen

2018-05-01

Aiming at the problems of low precision or even precision divergent is caused by nonlinear observation equation in radar target tracking, a new filtering algorithm is proposed in this paper. In this algorithm, local linearization is carried out on the observed data of the distance and angle respectively. Then the kalman filter is performed on the linearized data. After getting filtered data, a mapping operation will provide the posteriori estimation of target state. A large number of simulation results show that this algorithm can solve above problems effectively, and performance is better than the traditional filtering algorithm for nonlinear dynamic systems.

AMA- and RWE- Based Adaptive Kalman Filter for Denoising Fiber Optic Gyroscope Drift Signal

PubMed Central

Yang, Gongliu; Liu, Yuanyuan; Li, Ming; Song, Shunguang

2015-01-01

An improved double-factor adaptive Kalman filter called AMA-RWE-DFAKF is proposed to denoise fiber optic gyroscope (FOG) drift signal in both static and dynamic conditions. The first factor is Kalman gain updated by random weighting estimation (RWE) of the covariance matrix of innovation sequence at any time to ensure the lowest noise level of output, but the inertia of KF response increases in dynamic condition. To decrease the inertia, the second factor is the covariance matrix of predicted state vector adjusted by RWE only when discontinuities are detected by adaptive moving average (AMA).The AMA-RWE-DFAKF is applied for denoising FOG static and dynamic signals, its performance is compared with conventional KF (CKF), RWE-based adaptive KF with gain correction (RWE-AKFG), AMA- and RWE- based dual mode adaptive KF (AMA-RWE-DMAKF). Results of Allan variance on static signal and root mean square error (RMSE) on dynamic signal show that this proposed algorithm outperforms all the considered methods in denoising FOG signal. PMID:26512665

AMA- and RWE- Based Adaptive Kalman Filter for Denoising Fiber Optic Gyroscope Drift Signal.

PubMed

Yang, Gongliu; Liu, Yuanyuan; Li, Ming; Song, Shunguang

2015-10-23

An improved double-factor adaptive Kalman filter called AMA-RWE-DFAKF is proposed to denoise fiber optic gyroscope (FOG) drift signal in both static and dynamic conditions. The first factor is Kalman gain updated by random weighting estimation (RWE) of the covariance matrix of innovation sequence at any time to ensure the lowest noise level of output, but the inertia of KF response increases in dynamic condition. To decrease the inertia, the second factor is the covariance matrix of predicted state vector adjusted by RWE only when discontinuities are detected by adaptive moving average (AMA).The AMA-RWE-DFAKF is applied for denoising FOG static and dynamic signals, its performance is compared with conventional KF (CKF), RWE-based adaptive KF with gain correction (RWE-AKFG), AMA- and RWE- based dual mode adaptive KF (AMA-RWE-DMAKF). Results of Allan variance on static signal and root mean square error (RMSE) on dynamic signal show that this proposed algorithm outperforms all the considered methods in denoising FOG signal.

Ensemble-marginalized Kalman filter for linear time-dependent PDEs with noisy boundary conditions: application to heat transfer in building walls

NASA Astrophysics Data System (ADS)

Iglesias, Marco; Sawlan, Zaid; Scavino, Marco; Tempone, Raúl; Wood, Christopher

2018-07-01

In this work, we present the ensemble-marginalized Kalman filter (EnMKF), a sequential algorithm analogous to our previously proposed approach (Ruggeri et al 2017 Bayesian Anal. 12 407–33, Iglesias et al 2018 Int. J. Heat Mass Transfer 116 417–31), for estimating the state and parameters of linear parabolic partial differential equations in initial-boundary value problems when the boundary data are noisy. We apply EnMKF to infer the thermal properties of building walls and to estimate the corresponding heat flux from real and synthetic data. Compared with a modified ensemble Kalman filter (EnKF) that is not marginalized, EnMKF reduces the bias error, avoids the collapse of the ensemble without needing to add inflation, and converges to the mean field posterior using or less of the ensemble size required by EnKF. According to our results, the marginalization technique in EnMKF is key to performance improvement with smaller ensembles at any fixed time.

Weighted Optimization-Based Distributed Kalman Filter for Nonlinear Target Tracking in Collaborative Sensor Networks.

PubMed

Chen, Jie; Li, Jiahong; Yang, Shuanghua; Deng, Fang

2017-11-01

The identification of the nonlinearity and coupling is crucial in nonlinear target tracking problem in collaborative sensor networks. According to the adaptive Kalman filtering (KF) method, the nonlinearity and coupling can be regarded as the model noise covariance, and estimated by minimizing the innovation or residual errors of the states. However, the method requires large time window of data to achieve reliable covariance measurement, making it impractical for nonlinear systems which are rapidly changing. To deal with the problem, a weighted optimization-based distributed KF algorithm (WODKF) is proposed in this paper. The algorithm enlarges the data size of each sensor by the received measurements and state estimates from its connected sensors instead of the time window. A new cost function is set as the weighted sum of the bias and oscillation of the state to estimate the "best" estimate of the model noise covariance. The bias and oscillation of the state of each sensor are estimated by polynomial fitting a time window of state estimates and measurements of the sensor and its neighbors weighted by the measurement noise covariance. The best estimate of the model noise covariance is computed by minimizing the weighted cost function using the exhaustive method. The sensor selection method is in addition to the algorithm to decrease the computation load of the filter and increase the scalability of the sensor network. The existence, suboptimality and stability analysis of the algorithm are given. The local probability data association method is used in the proposed algorithm for the multitarget tracking case. The algorithm is demonstrated in simulations on tracking examples for a random signal, one nonlinear target, and four nonlinear targets. Results show the feasibility and superiority of WODKF against other filtering algorithms for a large class of systems.

A low-cost GPS/INS integrated vehicle heading angle measurement system

NASA Astrophysics Data System (ADS)

Wu, Ye; Gao, Tongyue; Ding, Yi

2018-04-01

GPS can provide continuous heading information, but the accuracy is easily affected by the velocity and shelter from buildings or trees. For vehicle systems, we propose a low-cost heading angle update algorithm. Based on the GPS/INS integrated navigation kalman filter, we add the GPS heading angle to the measurement vector, and establish its error model. The experiment results show that this algorithm can effectively improve the accuracy of GPS heading angle.

Ontology Alignment Repair through Modularization and Confidence-Based Heuristics

PubMed Central

Santos, Emanuel; Faria, Daniel; Pesquita, Catia; Couto, Francisco M.

2015-01-01

Ontology Matching aims at identifying a set of semantic correspondences, called an alignment, between related ontologies. In recent years, there has been a growing interest in efficient and effective matching methods for large ontologies. However, alignments produced for large ontologies are often logically incoherent. It was only recently that the use of repair techniques to improve the coherence of ontology alignments began to be explored. This paper presents a novel modularization technique for ontology alignment repair which extracts fragments of the input ontologies that only contain the necessary classes and relations to resolve all detectable incoherences. The paper presents also an alignment repair algorithm that uses a global repair strategy to minimize both the degree of incoherence and the number of mappings removed from the alignment, while overcoming the scalability problem by employing the proposed modularization technique. Our evaluation shows that our modularization technique produces significantly small fragments of the ontologies and that our repair algorithm produces more complete alignments than other current alignment repair systems, while obtaining an equivalent degree of incoherence. Additionally, we also present a variant of our repair algorithm that makes use of the confidence values of the mappings to improve alignment repair. Our repair algorithm was implemented as part of AgreementMakerLight, a free and open-source ontology matching system. PMID:26710335

Ontology Alignment Repair through Modularization and Confidence-Based Heuristics.

PubMed

Santos, Emanuel; Faria, Daniel; Pesquita, Catia; Couto, Francisco M

2015-01-01

Ontology Matching aims at identifying a set of semantic correspondences, called an alignment, between related ontologies. In recent years, there has been a growing interest in efficient and effective matching methods for large ontologies. However, alignments produced for large ontologies are often logically incoherent. It was only recently that the use of repair techniques to improve the coherence of ontology alignments began to be explored. This paper presents a novel modularization technique for ontology alignment repair which extracts fragments of the input ontologies that only contain the necessary classes and relations to resolve all detectable incoherences. The paper presents also an alignment repair algorithm that uses a global repair strategy to minimize both the degree of incoherence and the number of mappings removed from the alignment, while overcoming the scalability problem by employing the proposed modularization technique. Our evaluation shows that our modularization technique produces significantly small fragments of the ontologies and that our repair algorithm produces more complete alignments than other current alignment repair systems, while obtaining an equivalent degree of incoherence. Additionally, we also present a variant of our repair algorithm that makes use of the confidence values of the mappings to improve alignment repair. Our repair algorithm was implemented as part of AgreementMakerLight, a free and open-source ontology matching system.

mTM-align: a server for fast protein structure database search and multiple protein structure alignment.

PubMed

Dong, Runze; Pan, Shuo; Peng, Zhenling; Zhang, Yang; Yang, Jianyi

2018-05-21

With the rapid increase of the number of protein structures in the Protein Data Bank, it becomes urgent to develop algorithms for efficient protein structure comparisons. In this article, we present the mTM-align server, which consists of two closely related modules: one for structure database search and the other for multiple structure alignment. The database search is speeded up based on a heuristic algorithm and a hierarchical organization of the structures in the database. The multiple structure alignment is performed using the recently developed algorithm mTM-align. Benchmark tests demonstrate that our algorithms outperform other peering methods for both modules, in terms of speed and accuracy. One of the unique features for the server is the interplay between database search and multiple structure alignment. The server provides service not only for performing fast database search, but also for making accurate multiple structure alignment with the structures found by the search. For the database search, it takes about 2-5 min for a structure of a medium size (∼300 residues). For the multiple structure alignment, it takes a few seconds for ∼10 structures of medium sizes. The server is freely available at: http://yanglab.nankai.edu.cn/mTM-align/.

Results of the Magnetometer Navigation (MAGNAV)lnflight Experiment

NASA Technical Reports Server (NTRS)

Thienel, Julie K.; Harman, Richard R.; Bar-Itzhack, Itzhack Y.; Lambertson, Mike

2004-01-01

The Magnetometer Navigation (MAGNAV) algorithm is currently running as a flight experiment as part of the Wide Field Infrared Explorer (WIRE) Post-Science Engineering Testbed. Initialization of MAGNAV occurred on September 4, 2003. MAGNAV is designed to autonomously estimate the spacecraft orbit, attitude, and rate using magnetometer and sun sensor data. Since the Earth's magnetic field is a function of time and position, and since time is known quite precisely, the differences between the computed magnetic field and measured magnetic field components, as measured by the magnetometer throughout the entire spacecraft orbit, are a function of the spacecraft trajectory and attitude errors. Therefore, these errors are used to estimate both trajectory and attitude. In addition, the time rate of change of the magnetic field vector is used to estimate the spacecraft rotation rate. The estimation of the attitude and trajectory is augmented with the rate estimation into an Extended Kalman filter blended with a pseudo-linear Kalman filter. Sun sensor data is also used to improve the accuracy and observability of the attitude and rate estimates. This test serves to validate MAGNAV as a single low cost navigation system which utilizes reliable, flight qualified sensors. MAGNAV is intended as a backup algorithm, an initialization algorithm, or possibly a prime navigation algorithm for a mission with coarse requirements. Results from the first six months of operation are presented.

Local Estimators for Spacecraft Formation Flying

NASA Technical Reports Server (NTRS)

Fathpour, Nanaz; Hadaegh, Fred Y.; Mesbahi, Mehran; Nabi, Marzieh

2011-01-01

A formation estimation architecture for formation flying builds upon the local information exchange among multiple local estimators. Spacecraft formation flying involves the coordination of states among multiple spacecraft through relative sensing, inter-spacecraft communication, and control. Most existing formation flying estimation algorithms can only be supported via highly centralized, all-to-all, static relative sensing. New algorithms are needed that are scalable, modular, and robust to variations in the topology and link characteristics of the formation exchange network. These distributed algorithms should rely on a local information-exchange network, relaxing the assumptions on existing algorithms. In this research, it was shown that only local observability is required to design a formation estimator and control law. The approach relies on breaking up the overall information-exchange network into sequence of local subnetworks, and invoking an agreement-type filter to reach consensus among local estimators within each local network. State estimates were obtained by a set of local measurements that were passed through a set of communicating Kalman filters to reach an overall state estimation for the formation. An optimization approach was also presented by means of which diffused estimates over the network can be incorporated in the local estimates obtained by each estimator via local measurements. This approach compares favorably with that obtained by a centralized Kalman filter, which requires complete knowledge of the raw measurement available to each estimator.

Feature Based Retention Time Alignment for Improved HDX MS Analysis

NASA Astrophysics Data System (ADS)

Venable, John D.; Scuba, William; Brock, Ansgar

2013-04-01

An algorithm for retention time alignment of mass shifted hydrogen-deuterium exchange (HDX) data based on an iterative distance minimization procedure is described. The algorithm performs pairwise comparisons in an iterative fashion between a list of features from a reference file and a file to be time aligned to calculate a retention time mapping function. Features are characterized by their charge, retention time and mass of the monoisotopic peak. The algorithm is able to align datasets with mass shifted features, which is a prerequisite for aligning hydrogen-deuterium exchange mass spectrometry datasets. Confidence assignments from the fully automated processing of a commercial HDX software package are shown to benefit significantly from retention time alignment prior to extraction of deuterium incorporation values.

Development and evaluation of a Kalman-filter algorithm for terminal area navigation using sensors of moderate accuracy

NASA Technical Reports Server (NTRS)

Kanning, G.; Cicolani, L. S.; Schmidt, S. F.

1983-01-01

Translational state estimation in terminal area operations, using a set of commonly available position, air data, and acceleration sensors, is described. Kalman filtering is applied to obtain maximum estimation accuracy from the sensors but feasibility in real-time computations requires a variety of approximations and devices aimed at minimizing the required computation time with only negligible loss of accuracy. Accuracy behavior throughout the terminal area, its relation to sensor accuracy, its effect on trajectory tracking errors and control activity in an automatic flight control system, and its adequacy in terms of existing criteria for various terminal area operations are examined. The principal investigative tool is a simulation of the system.

Removal of jitter noise in 3D shape recovery from image focus by using Kalman filter.

PubMed

Jang, Hoon-Seok; Muhammad, Mannan Saeed; Choi, Tae-Sun

2018-02-01

In regard to Shape from Focus, one critical factor impacting system application is mechanical vibration of the translational stage causing jitter noise along the optical axis. This noise is not detectable by simply observing the image. However, when focus measures are applied, inaccuracies in the depth occur. In this article, jitter noise and focus curves are modeled by Gaussian distribution and quadratic function, respectively. Then Kalman filter is designed and applied to eliminate this noise in the focus curves, as a post-processing step after the focus measure application. Experiments are implemented with simulated objects and real objects to show usefulness of proposed algorithm. © 2017 Wiley Periodicals, Inc.

A Discussion on Uncertainty Representation and Interpretation in Model-Based Prognostics Algorithms based on Kalman Filter Estimation Applied to Prognostics of Electronics Components

NASA Technical Reports Server (NTRS)

Celaya, Jose R.; Saxen, Abhinav; Goebel, Kai

2012-01-01

This article discusses several aspects of uncertainty representation and management for model-based prognostics methodologies based on our experience with Kalman Filters when applied to prognostics for electronics components. In particular, it explores the implications of modeling remaining useful life prediction as a stochastic process and how it relates to uncertainty representation, management, and the role of prognostics in decision-making. A distinction between the interpretations of estimated remaining useful life probability density function and the true remaining useful life probability density function is explained and a cautionary argument is provided against mixing interpretations for the two while considering prognostics in making critical decisions.

Fallback options for airgap sensor fault of an electromagnetic suspension system

NASA Astrophysics Data System (ADS)

Michail, Konstantinos; Zolotas, Argyrios C.; Goodall, Roger M.

2013-06-01

The paper presents a method to recover the performance of an electromagnetic suspension under faulty airgap sensor. The proposed control scheme is a combination of classical control loops, a Kalman Estimator and analytical redundancy (for the airgap signal). In this way redundant airgap sensors are not essential for reliable operation of this system. When the airgap sensor fails the required signal is recovered using a combination of a Kalman estimator and analytical redundancy. The performance of the suspension is optimised using genetic algorithms and some preliminary robustness issues to load and operating airgap variations are discussed. Simulations on a realistic model of such type of suspension illustrate the efficacy of the proposed sensor tolerant control method.

Simultaneous phylogeny reconstruction and multiple sequence alignment

PubMed Central

Yue, Feng; Shi, Jian; Tang, Jijun

2009-01-01

Background A phylogeny is the evolutionary history of a group of organisms. To date, sequence data is still the most used data type for phylogenetic reconstruction. Before any sequences can be used for phylogeny reconstruction, they must be aligned, and the quality of the multiple sequence alignment has been shown to affect the quality of the inferred phylogeny. At the same time, all the current multiple sequence alignment programs use a guide tree to produce the alignment and experiments showed that good guide trees can significantly improve the multiple alignment quality. Results We devise a new algorithm to simultaneously align multiple sequences and search for the phylogenetic tree that leads to the best alignment. We also implemented the algorithm as a C program package, which can handle both DNA and protein data and can take simple cost model as well as complex substitution matrices, such as PAM250 or BLOSUM62. The performance of the new method are compared with those from other popular multiple sequence alignment tools, including the widely used programs such as ClustalW and T-Coffee. Experimental results suggest that this method has good performance in terms of both phylogeny accuracy and alignment quality. Conclusion We present an algorithm to align multiple sequences and reconstruct the phylogenies that minimize the alignment score, which is based on an efficient algorithm to solve the median problems for three sequences. Our extensive experiments suggest that this method is very promising and can produce high quality phylogenies and alignments. PMID:19208110

Massively Parallel Assimilation of TOGA/TAO and Topex/Poseidon Measurements into a Quasi Isopycnal Ocean General Circulation Model Using an Ensemble Kalman Filter

NASA Technical Reports Server (NTRS)

Keppenne, Christian L.; Rienecker, Michele; Borovikov, Anna Y.; Suarez, Max

1999-01-01

A massively parallel ensemble Kalman filter (EnKF)is used to assimilate temperature data from the TOGA/TAO array and altimetry from TOPEX/POSEIDON into a Pacific basin version of the NASA Seasonal to Interannual Prediction Project (NSIPP)ls quasi-isopycnal ocean general circulation model. The EnKF is an approximate Kalman filter in which the error-covariance propagation step is modeled by the integration of multiple instances of a numerical model. An estimate of the true error covariances is then inferred from the distribution of the ensemble of model state vectors. This inplementation of the filter takes advantage of the inherent parallelism in the EnKF algorithm by running all the model instances concurrently. The Kalman filter update step also occurs in parallel by having each processor process the observations that occur in the region of physical space for which it is responsible. The massively parallel data assimilation system is validated by withholding some of the data and then quantifying the extent to which the withheld information can be inferred from the assimilation of the remaining data. The distributions of the forecast and analysis error covariances predicted by the ENKF are also examined.

A greedy, graph-based algorithm for the alignment of multiple homologous gene lists.

PubMed

Fostier, Jan; Proost, Sebastian; Dhoedt, Bart; Saeys, Yvan; Demeester, Piet; Van de Peer, Yves; Vandepoele, Klaas

2011-03-15

Many comparative genomics studies rely on the correct identification of homologous genomic regions using accurate alignment tools. In such case, the alphabet of the input sequences consists of complete genes, rather than nucleotides or amino acids. As optimal multiple sequence alignment is computationally impractical, a progressive alignment strategy is often employed. However, such an approach is susceptible to the propagation of alignment errors in early pairwise alignment steps, especially when dealing with strongly diverged genomic regions. In this article, we present a novel accurate and efficient greedy, graph-based algorithm for the alignment of multiple homologous genomic segments, represented as ordered gene lists. Based on provable properties of the graph structure, several heuristics are developed to resolve local alignment conflicts that occur due to gene duplication and/or rearrangement events on the different genomic segments. The performance of the algorithm is assessed by comparing the alignment results of homologous genomic segments in Arabidopsis thaliana to those obtained by using both a progressive alignment method and an earlier graph-based implementation. Especially for datasets that contain strongly diverged segments, the proposed method achieves a substantially higher alignment accuracy, and proves to be sufficiently fast for large datasets including a few dozens of eukaryotic genomes. http://bioinformatics.psb.ugent.be/software. The algorithm is implemented as a part of the i-ADHoRe 3.0 package.

Image stack alignment in full-field X-ray absorption spectroscopy using SIFT_PyOCL.

PubMed

Paleo, Pierre; Pouyet, Emeline; Kieffer, Jérôme

2014-03-01

Full-field X-ray absorption spectroscopy experiments allow the acquisition of millions of spectra within minutes. However, the construction of the hyperspectral image requires an image alignment procedure with sub-pixel precision. While the image correlation algorithm has originally been used for image re-alignment using translations, the Scale Invariant Feature Transform (SIFT) algorithm (which is by design robust versus rotation, illumination change, translation and scaling) presents an additional advantage: the alignment can be limited to a region of interest of any arbitrary shape. In this context, a Python module, named SIFT_PyOCL, has been developed. It implements a parallel version of the SIFT algorithm in OpenCL, providing high-speed image registration and alignment both on processors and graphics cards. The performance of the algorithm allows online processing of large datasets.

Optimal Alignment of Structures for Finite and Periodic Systems.

PubMed

Griffiths, Matthew; Niblett, Samuel P; Wales, David J

2017-10-10

Finding the optimal alignment between two structures is important for identifying the minimum root-mean-square distance (RMSD) between them and as a starting point for calculating pathways. Most current algorithms for aligning structures are stochastic, scale exponentially with the size of structure, and the performance can be unreliable. We present two complementary methods for aligning structures corresponding to isolated clusters of atoms and to condensed matter described by a periodic cubic supercell. The first method (Go-PERMDIST), a branch and bound algorithm, locates the global minimum RMSD deterministically in polynomial time. The run time increases for larger RMSDs. The second method (FASTOVERLAP) is a heuristic algorithm that aligns structures by finding the global maximum kernel correlation between them using fast Fourier transforms (FFTs) and fast SO(3) transforms (SOFTs). For periodic systems, FASTOVERLAP scales with the square of the number of identical atoms in the system, reliably finds the best alignment between structures that are not too distant, and shows significantly better performance than existing algorithms. The expected run time for Go-PERMDIST is longer than FASTOVERLAP for periodic systems. For finite clusters, the FASTOVERLAP algorithm is competitive with existing algorithms. The expected run time for Go-PERMDIST to find the global RMSD between two structures deterministically is generally longer than for existing stochastic algorithms. However, with an earlier exit condition, Go-PERMDIST exhibits similar or better performance.

Walking Distance Estimation Using Walking Canes with Inertial Sensors

PubMed Central

Suh, Young Soo

2018-01-01

A walking distance estimation algorithm for cane users is proposed using an inertial sensor unit attached to various positions on the cane. A standard inertial navigation algorithm using an indirect Kalman filter was applied to update the velocity and position of the cane during movement. For quadripod canes, a standard zero-velocity measurement-updating method is proposed. For standard canes, a velocity-updating method based on an inverted pendulum model is proposed. The proposed algorithms were verified by three walking experiments with two different types of canes and different positions of the sensor module. PMID:29342971

A Kalman Filter Clock Algorithm for Use in the Presence of Flicker Frequency Modulation Noise

DTIC Science & Technology

2004-09-01

40, S335-S341. [5] P. M. Harris, J. A. Davis, M. G. Cox, and S. L. Shemar, 2003, “ Least - squares analysis of time series data and its application to two - way satellite time and frequency transfer measurements ,” Metrologia

Impact of rescaling anomaly and seasonal components of soil moisture on hydrologic data assimilation

USDA-ARS?s Scientific Manuscript database

In hydrological sciences many observations and model simulations have moderate linear association due to the noise in the datasets and/or the systematic differences between their seasonality components. This degrades the performance of model-observation integration algorithms, such as the Kalman Fil...

Analysis, preliminary design and simulation systems for control-structure interaction problems

NASA Technical Reports Server (NTRS)

Park, K. C.; Alvin, Kenneth F.

1991-01-01

Software aspects of control-structure interaction (CSI) analysis are discussed. The following subject areas are covered: (1) implementation of a partitioned algorithm for simulation of large CSI problems; (2) second-order discrete Kalman filtering equations for CSI simulations; and (3) parallel computations and control of adaptive structures.

Kalman Filter Tracking on Parallel Architectures

NASA Astrophysics Data System (ADS)

Cerati, Giuseppe; Elmer, Peter; Lantz, Steven; McDermott, Kevin; Riley, Dan; Tadel, Matevž; Wittich, Peter; Würthwein, Frank; Yagil, Avi

2015-12-01

Power density constraints are limiting the performance improvements of modern CPUs. To address this we have seen the introduction of lower-power, multi-core processors, but the future will be even more exciting. In order to stay within the power density limits but still obtain Moore's Law performance/price gains, it will be necessary to parallelize algorithms to exploit larger numbers of lightweight cores and specialized functions like large vector units. Example technologies today include Intel's Xeon Phi and GPGPUs. Track finding and fitting is one of the most computationally challenging problems for event reconstruction in particle physics. At the High Luminosity LHC, for example, this will be by far the dominant problem. The need for greater parallelism has driven investigations of very different track finding techniques including Cellular Automata or returning to Hough Transform. The most common track finding techniques in use today are however those based on the Kalman Filter [2]. Significant experience has been accumulated with these techniques on real tracking detector systems, both in the trigger and offline. They are known to provide high physics performance, are robust and are exactly those being used today for the design of the tracking system for HL-LHC. Our previous investigations showed that, using optimized data structures, track fitting with Kalman Filter can achieve large speedup both with Intel Xeon and Xeon Phi. We report here our further progress towards an end-to-end track reconstruction algorithm fully exploiting vectorization and parallelization techniques in a realistic simulation setup.

A novel approach to calibrate the hemodynamic model using functional Magnetic Resonance Imaging (fMRI) measurements.

PubMed

Khoram, Nafiseh; Zayane, Chadia; Djellouli, Rabia; Laleg-Kirati, Taous-Meriem

2016-03-15

The calibration of the hemodynamic model that describes changes in blood flow and blood oxygenation during brain activation is a crucial step for successfully monitoring and possibly predicting brain activity. This in turn has the potential to provide diagnosis and treatment of brain diseases in early stages. We propose an efficient numerical procedure for calibrating the hemodynamic model using some fMRI measurements. The proposed solution methodology is a regularized iterative method equipped with a Kalman filtering-type procedure. The Newton component of the proposed method addresses the nonlinear aspect of the problem. The regularization feature is used to ensure the stability of the algorithm. The Kalman filter procedure is incorporated here to address the noise in the data. Numerical results obtained with synthetic data as well as with real fMRI measurements are presented to illustrate the accuracy, robustness to the noise, and the cost-effectiveness of the proposed method. We present numerical results that clearly demonstrate that the proposed method outperforms the Cubature Kalman Filter (CKF), one of the most prominent existing numerical methods. We have designed an iterative numerical technique, called the TNM-CKF algorithm, for calibrating the mathematical model that describes the single-event related brain response when fMRI measurements are given. The method appears to be highly accurate and effective in reconstructing the BOLD signal even when the measurements are tainted with high noise level (as high as 30%). Published by Elsevier B.V.

Pairwise Sequence Alignment Library

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jeff Daily, PNNL

2015-05-20

Vector extensions, such as SSE, have been part of the x86 CPU since the 1990s, with applications in graphics, signal processing, and scientific applications. Although many algorithms and applications can naturally benefit from automatic vectorization techniques, there are still many that are difficult to vectorize due to their dependence on irregular data structures, dense branch operations, or data dependencies. Sequence alignment, one of the most widely used operations in bioinformatics workflows, has a computational footprint that features complex data dependencies. The trend of widening vector registers adversely affects the state-of-the-art sequence alignment algorithm based on striped data layouts. Therefore, amore » novel SIMD implementation of a parallel scan-based sequence alignment algorithm that can better exploit wider SIMD units was implemented as part of the Parallel Sequence Alignment Library (parasail). Parasail features: Reference implementations of all known vectorized sequence alignment approaches. Implementations of Smith Waterman (SW), semi-global (SG), and Needleman Wunsch (NW) sequence alignment algorithms. Implementations across all modern CPU instruction sets including AVX2 and KNC. Language interfaces for C/C++ and Python.« less

Differential evolution-simulated annealing for multiple sequence alignment

NASA Astrophysics Data System (ADS)

Addawe, R. C.; Addawe, J. M.; Sueño, M. R. K.; Magadia, J. C.

2017-10-01

Multiple sequence alignments (MSA) are used in the analysis of molecular evolution and sequence structure relationships. In this paper, a hybrid algorithm, Differential Evolution - Simulated Annealing (DESA) is applied in optimizing multiple sequence alignments (MSAs) based on structural information, non-gaps percentage and totally conserved columns. DESA is a robust algorithm characterized by self-organization, mutation, crossover, and SA-like selection scheme of the strategy parameters. Here, the MSA problem is treated as a multi-objective optimization problem of the hybrid evolutionary algorithm, DESA. Thus, we name the algorithm as DESA-MSA. Simulated sequences and alignments were generated to evaluate the accuracy and efficiency of DESA-MSA using different indel sizes, sequence lengths, deletion rates and insertion rates. The proposed hybrid algorithm obtained acceptable solutions particularly for the MSA problem evaluated based on the three objectives.

Spatial operator approach to flexible multibody system dynamics and control

NASA Technical Reports Server (NTRS)

Rodriguez, G.

1991-01-01

The inverse and forward dynamics problems for flexible multibody systems were solved using the techniques of spatially recursive Kalman filtering and smoothing. These algorithms are easily developed using a set of identities associated with mass matrix factorization and inversion. These identities are easily derived using the spatial operator algebra developed by the author. Current work is aimed at computational experiments with the described algorithms and at modelling for control design of limber manipulator systems. It is also aimed at handling and manipulation of flexible objects.

Solar electric propulsion for terminal flight to rendezvous with comets and asteroids. [using guidance algorithm

NASA Technical Reports Server (NTRS)

Bennett, A.

1973-01-01

A guidance algorithm that provides precise rendezvous in the deterministic case while requiring only relative state information is developed. A navigation scheme employing only onboard relative measurements is built around a Kalman filter set in measurement coordinates. The overall guidance and navigation procedure is evaluated in the face of measurement errors by a detailed numerical simulation. Results indicate that onboard guidance and navigation for the terminal phase of rendezvous is possible with reasonable limits on measurement errors.

Performance Evaluation Within CASE_ATTI of MHT and JVC Association Algorithms for COMDAT TD

DTIC Science & Technology

2007-05-01

les résultats du travail effectué dans le cadre de l’analyse de sensibilité des algorithmes uti- lisés dans COMDAT, comparativement à ceux...is also very important in tracking system. Neverthe- less, tracking performance with even the best designed filter may become very degraded in the...for completeness. 2.2 IMM Some practical model of target motion is assumed for the design of the Kalman filter. This target kinematics model is

A Robust Self-Alignment Method for Ship's Strapdown INS Under Mooring Conditions

PubMed Central

Sun, Feng; Lan, Haiyu; Yu, Chunyang; El-Sheimy, Naser; Zhou, Guangtao; Cao, Tong; Liu, Hang

2013-01-01

Strapdown inertial navigation systems (INS) need an alignment process to determine the initial attitude matrix between the body frame and the navigation frame. The conventional alignment process is to compute the initial attitude matrix using the gravity and Earth rotational rate measurements. However, under mooring conditions, the inertial measurement unit (IMU) employed in a ship's strapdown INS often suffers from both the intrinsic sensor noise components and the external disturbance components caused by the motions of the sea waves and wind waves, so a rapid and precise alignment of a ship's strapdown INS without any auxiliary information is hard to achieve. A robust solution is given in this paper to solve this problem. The inertial frame based alignment method is utilized to adapt the mooring condition, most of the periodical low-frequency external disturbance components could be removed by the mathematical integration and averaging characteristic of this method. A novel prefilter named hidden Markov model based Kalman filter (HMM-KF) is proposed to remove the relatively high-frequency error components. Different from the digital filters, the HMM-KF barely cause time-delay problem. The turntable, mooring and sea experiments favorably validate the rapidness and accuracy of the proposed self-alignment method and the good de-noising performance of HMM-KF. PMID:23799492

High-speed peak matching algorithm for retention time alignment of gas chromatographic data for chemometric analysis.

PubMed

Johnson, Kevin J; Wright, Bob W; Jarman, Kristin H; Synovec, Robert E

2003-05-09

A rapid retention time alignment algorithm was developed as a preprocessing utility to be used prior to chemometric analysis of large datasets of diesel fuel profiles obtained using gas chromatography (GC). Retention time variation from chromatogram-to-chromatogram has been a significant impediment against the use of chemometric techniques in the analysis of chromatographic data due to the inability of current chemometric techniques to correctly model information that shifts from variable to variable within a dataset. The alignment algorithm developed is shown to increase the efficacy of pattern recognition methods applied to diesel fuel chromatograms by retaining chemical selectivity while reducing chromatogram-to-chromatogram retention time variations and to do so on a time scale that makes analysis of large sets of chromatographic data practical. Two sets of diesel fuel gas chromatograms were studied using the novel alignment algorithm followed by principal component analysis (PCA). In the first study, retention times for corresponding chromatographic peaks in 60 chromatograms varied by as much as 300 ms between chromatograms before alignment. In the second study of 42 chromatograms, the retention time shifting exhibited was on the order of 10 s between corresponding chromatographic peaks, and required a coarse retention time correction prior to alignment with the algorithm. In both cases, an increase in retention time precision afforded by the algorithm was clearly visible in plots of overlaid chromatograms before and then after applying the retention time alignment algorithm. Using the alignment algorithm, the standard deviation for corresponding peak retention times following alignment was 17 ms throughout a given chromatogram, corresponding to a relative standard deviation of 0.003% at an average retention time of 8 min. This level of retention time precision is a 5-fold improvement over the retention time precision initially provided by a state-of-the-art GC instrument equipped with electronic pressure control and was critical to the performance of the chemometric analysis. This increase in retention time precision does not come at the expense of chemical selectivity, since the PCA results suggest that essentially all of the chemical selectivity is preserved. Cluster resolution between dissimilar groups of diesel fuel chromatograms in a two-dimensional scores space generated with PCA is shown to substantially increase after alignment. The alignment method is robust against missing or extra peaks relative to a target chromatogram used in the alignment, and operates at high speed, requiring roughly 1 s of computation time per GC chromatogram.

Flight data processing with the F-8 adaptive algorithm

NASA Technical Reports Server (NTRS)

Hartmann, G.; Stein, G.; Petersen, K.

1977-01-01

An explicit adaptive control algorithm based on maximum likelihood estimation of parameters has been designed for NASA's DFBW F-8 aircraft. To avoid iterative calculations, the algorithm uses parallel channels of Kalman filters operating at fixed locations in parameter space. This algorithm has been implemented in NASA/DFRC's Remotely Augmented Vehicle (RAV) facility. Real-time sensor outputs (rate gyro, accelerometer and surface position) are telemetered to a ground computer which sends new gain values to an on-board system. Ground test data and flight records were used to establish design values of noise statistics and to verify the ground-based adaptive software. The software and its performance evaluation based on flight data are described

How Magnetic Disturbance Influences the Attitude and Heading in Magnetic and Inertial Sensor-Based Orientation Estimation.

PubMed

Fan, Bingfei; Li, Qingguo; Liu, Tao

2017-12-28

With the advancements in micro-electromechanical systems (MEMS) technologies, magnetic and inertial sensors are becoming more and more accurate, lightweight, smaller in size as well as low-cost, which in turn boosts their applications in human movement analysis. However, challenges still exist in the field of sensor orientation estimation, where magnetic disturbance represents one of the obstacles limiting their practical application. The objective of this paper is to systematically analyze exactly how magnetic disturbances affects the attitude and heading estimation for a magnetic and inertial sensor. First, we reviewed four major components dealing with magnetic disturbance, namely decoupling attitude estimation from magnetic reading, gyro bias estimation, adaptive strategies of compensating magnetic disturbance and sensor fusion algorithms. We review and analyze the features of existing methods of each component. Second, to understand each component in magnetic disturbance rejection, four representative sensor fusion methods were implemented, including gradient descent algorithms, improved explicit complementary filter, dual-linear Kalman filter and extended Kalman filter. Finally, a new standardized testing procedure has been developed to objectively assess the performance of each method against magnetic disturbance. Based upon the testing results, the strength and weakness of the existing sensor fusion methods were easily examined, and suggestions were presented for selecting a proper sensor fusion algorithm or developing new sensor fusion method.

Attitude Determination Using a MEMS-Based Flight Information Measurement Unit

PubMed Central

Ma, Der-Ming; Shiau, Jaw-Kuen; Wang, I.-Chiang; Lin, Yu-Heng

2012-01-01

Obtaining precise attitude information is essential for aircraft navigation and control. This paper presents the results of the attitude determination using an in-house designed low-cost MEMS-based flight information measurement unit. This study proposes a quaternion-based extended Kalman filter to integrate the traditional quaternion and gravitational force decomposition methods for attitude determination algorithm. The proposed extended Kalman filter utilizes the evolution of the four elements in the quaternion method for attitude determination as the dynamic model, with the four elements as the states of the filter. The attitude angles obtained from the gravity computations and from the electronic magnetic sensors are regarded as the measurement of the filter. The immeasurable gravity accelerations are deduced from the outputs of the three axes accelerometers, the relative accelerations, and the accelerations due to body rotation. The constraint of the four elements of the quaternion method is treated as a perfect measurement and is integrated into the filter computation. Approximations of the time-varying noise variances of the measured signals are discussed and presented with details through Taylor series expansions. The algorithm is intuitive, easy to implement, and reliable for long-term high dynamic maneuvers. Moreover, a set of flight test data is utilized to demonstrate the success and practicality of the proposed algorithm and the filter design. PMID:22368455

Attitude determination using a MEMS-based flight information measurement unit.

PubMed

Ma, Der-Ming; Shiau, Jaw-Kuen; Wang, I-Chiang; Lin, Yu-Heng

2012-01-01

Obtaining precise attitude information is essential for aircraft navigation and control. This paper presents the results of the attitude determination using an in-house designed low-cost MEMS-based flight information measurement unit. This study proposes a quaternion-based extended Kalman filter to integrate the traditional quaternion and gravitational force decomposition methods for attitude determination algorithm. The proposed extended Kalman filter utilizes the evolution of the four elements in the quaternion method for attitude determination as the dynamic model, with the four elements as the states of the filter. The attitude angles obtained from the gravity computations and from the electronic magnetic sensors are regarded as the measurement of the filter. The immeasurable gravity accelerations are deduced from the outputs of the three axes accelerometers, the relative accelerations, and the accelerations due to body rotation. The constraint of the four elements of the quaternion method is treated as a perfect measurement and is integrated into the filter computation. Approximations of the time-varying noise variances of the measured signals are discussed and presented with details through Taylor series expansions. The algorithm is intuitive, easy to implement, and reliable for long-term high dynamic maneuvers. Moreover, a set of flight test data is utilized to demonstrate the success and practicality of the proposed algorithm and the filter design.

Motion-compensated optical coherence tomography using envelope-based surface detection and Kalman-based prediction

NASA Astrophysics Data System (ADS)

Irsch, Kristina; Lee, Soohyun; Bose, Sanjukta N.; Kang, Jin U.

2018-02-01

We present an optical coherence tomography (OCT) imaging system that effectively compensates unwanted axial motion with micron-scale accuracy. The OCT system is based on a swept-source (SS) engine (1060-nm center wavelength, 100-nm full-width sweeping bandwidth, and 100-kHz repetition rate), with axial and lateral resolutions of about 4.5 and 8.5 microns respectively. The SS-OCT system incorporates a distance sensing method utilizing an envelope-based surface detection algorithm. The algorithm locates the target surface from the B-scans, taking into account not just the first or highest peak but the entire signature of sequential A-scans. Subsequently, a Kalman filter is applied as predictor to make up for system latencies, before sending the calculated position information to control a linear motor, adjusting and maintaining a fixed system-target distance. To test system performance, the motioncorrection algorithm was compared to earlier, more basic peak-based surface detection methods and to performing no motion compensation. Results demonstrate increased robustness and reproducibility, particularly noticeable in multilayered tissues, while utilizing the novel technique. Implementing such motion compensation into clinical OCT systems may thus improve the reliability of objective and quantitative information that can be extracted from OCT measurements.

A Hybrid Positioning Strategy for Vehicles in a Tunnel Based on RFID and In-Vehicle Sensors

PubMed Central

Song, Xiang; Li, Xu; Tang, Wencheng; Zhang, Weigong; Li, Bin

2014-01-01

Many intelligent transportation system applications require accurate, reliable, and continuous vehicle positioning. How to achieve such positioning performance in extended GPS-denied environments such as tunnels is the main challenge for land vehicles. This paper proposes a hybrid multi-sensor fusion strategy for vehicle positioning in tunnels. First, the preliminary positioning algorithm is developed. The Radio Frequency Identification (RFID) technology is introduced to achieve preliminary positioning in the tunnel. The received signal strength (RSS) is used as an indicator to calculate the distances between the RFID tags and reader, and then a Least Mean Square (LMS) federated filter is designed to provide the preliminary position information for subsequent global fusion. Further, to improve the positioning performance in the tunnel, an interactive multiple model (IMM)-based global fusion algorithm is developed to fuse the data from preliminary positioning results and low-cost in-vehicle sensors, such as electronic compasses and wheel speed sensors. In the actual implementation of IMM, the strong tracking extended Kalman filter (STEKF) algorithm is designed to replace the conventional extended Kalman filter (EKF) to achieve model individual filtering. Finally, the proposed strategy is evaluated through experiments. The results validate the feasibility and effectiveness of the proposed strategy. PMID:25490581

A hybrid positioning strategy for vehicles in a tunnel based on RFID and in-vehicle sensors.

PubMed

Song, Xiang; Li, Xu; Tang, Wencheng; Zhang, Weigong; Li, Bin

2014-12-05

Many intelligent transportation system applications require accurate, reliable, and continuous vehicle positioning. How to achieve such positioning performance in extended GPS-denied environments such as tunnels is the main challenge for land vehicles. This paper proposes a hybrid multi-sensor fusion strategy for vehicle positioning in tunnels. First, the preliminary positioning algorithm is developed. The Radio Frequency Identification (RFID) technology is introduced to achieve preliminary positioning in the tunnel. The received signal strength (RSS) is used as an indicator to calculate the distances between the RFID tags and reader, and then a Least Mean Square (LMS) federated filter is designed to provide the preliminary position information for subsequent global fusion. Further, to improve the positioning performance in the tunnel, an interactive multiple model (IMM)-based global fusion algorithm is developed to fuse the data from preliminary positioning results and low-cost in-vehicle sensors, such as electronic compasses and wheel speed sensors. In the actual implementation of IMM, the strong tracking extended Kalman filter (STEKF) algorithm is designed to replace the conventional extended Kalman filter (EKF) to achieve model individual filtering. Finally, the proposed strategy is evaluated through experiments. The results validate the feasibility and effectiveness of the proposed strategy.

DNA motif alignment by evolving a population of Markov chains.

PubMed

Bi, Chengpeng

2009-01-30

Deciphering cis-regulatory elements or de novo motif-finding in genomes still remains elusive although much algorithmic effort has been expended. The Markov chain Monte Carlo (MCMC) method such as Gibbs motif samplers has been widely employed to solve the de novo motif-finding problem through sequence local alignment. Nonetheless, the MCMC-based motif samplers still suffer from local maxima like EM. Therefore, as a prerequisite for finding good local alignments, these motif algorithms are often independently run a multitude of times, but without information exchange between different chains. Hence it would be worth a new algorithm design enabling such information exchange. This paper presents a novel motif-finding algorithm by evolving a population of Markov chains with information exchange (PMC), each of which is initialized as a random alignment and run by the Metropolis-Hastings sampler (MHS). It is progressively updated through a series of local alignments stochastically sampled. Explicitly, the PMC motif algorithm performs stochastic sampling as specified by a population-based proposal distribution rather than individual ones, and adaptively evolves the population as a whole towards a global maximum. The alignment information exchange is accomplished by taking advantage of the pooled motif site distributions. A distinct method for running multiple independent Markov chains (IMC) without information exchange, or dubbed as the IMC motif algorithm, is also devised to compare with its PMC counterpart. Experimental studies demonstrate that the performance could be improved if pooled information were used to run a population of motif samplers. The new PMC algorithm was able to improve the convergence and outperformed other popular algorithms tested using simulated and biological motif sequences.

Improvements on a privacy-protection algorithm for DNA sequences with generalization lattices.

PubMed

Li, Guang; Wang, Yadong; Su, Xiaohong

2012-10-01

When developing personal DNA databases, there must be an appropriate guarantee of anonymity, which means that the data cannot be related back to individuals. DNA lattice anonymization (DNALA) is a successful method for making personal DNA sequences anonymous. However, it uses time-consuming multiple sequence alignment and a low-accuracy greedy clustering algorithm. Furthermore, DNALA is not an online algorithm, and so it cannot quickly return results when the database is updated. This study improves the DNALA method. Specifically, we replaced the multiple sequence alignment in DNALA with global pairwise sequence alignment to save time, and we designed a hybrid clustering algorithm comprised of a maximum weight matching (MWM)-based algorithm and an online algorithm. The MWM-based algorithm is more accurate than the greedy algorithm in DNALA and has the same time complexity. The online algorithm can process data quickly when the database is updated. Copyright © 2011 Elsevier Ireland Ltd. All rights reserved.

A Comprehensive Two-Dimensional Retention Time Alignment Algorithm To Enhance Chemometric Analysis of Comprehensive Two-Dimensional Separation Data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pierce, Karisa M.; Wood, Lianna F.; Wright, Bob W.

2005-12-01

A comprehensive two-dimensional (2D) retention time alignment algorithm was developed using a novel indexing scheme. The algorithm is termed comprehensive because it functions to correct the entire chromatogram in both dimensions and it preserves the separation information in both dimensions. Although the algorithm is demonstrated by correcting comprehensive two-dimensional gas chromatography (GC x GC) data, the algorithm is designed to correct shifting in all forms of 2D separations, such as LC x LC, LC x CE, CE x CE, and LC x GC. This 2D alignment algorithm was applied to three different data sets composed of replicate GC x GCmore » separations of (1) three 22-component control mixtures, (2) three gasoline samples, and (3) three diesel samples. The three data sets were collected using slightly different temperature or pressure programs to engender significant retention time shifting in the raw data and then demonstrate subsequent corrections of that shifting upon comprehensive 2D alignment of the data sets. Thirty 12-min GC x GC separations from three 22-component control mixtures were used to evaluate the 2D alignment performance (10 runs/mixture). The average standard deviation of the first column retention time improved 5-fold from 0.020 min (before alignment) to 0.004 min (after alignment). Concurrently, the average standard deviation of second column retention time improved 4-fold from 3.5 ms (before alignment) to 0.8 ms (after alignment). Alignment of the 30 control mixture chromatograms took 20 min. The quantitative integrity of the GC x GC data following 2D alignment was also investigated. The mean integrated signal was determined for all components in the three 22-component mixtures for all 30 replicates. The average percent difference in the integrated signal for each component before and after alignment was 2.6%. Singular value decomposition (SVD) was applied to the 22-component control mixture data before and after alignment to show the restoration of trilinearity to the data, since trilinearity benefits chemometric analysis. By applying comprehensive 2D retention time alignment to all three data sets (control mixtures, gasoline samples, and diesel samples), classification by principal component analysis (PCA) substantially improved, resulting in 100% accurate scores clustering.« less

Distributed Kalman filtering compared to Fourier domain preconditioned conjugate gradient for laser guide star tomography on extremely large telescopes.

PubMed

Gilles, Luc; Massioni, Paolo; Kulcsár, Caroline; Raynaud, Henri-François; Ellerbroek, Brent

2013-05-01

This paper discusses the performance and cost of two computationally efficient Fourier-based tomographic wavefront reconstruction algorithms for wide-field laser guide star (LGS) adaptive optics (AO). The first algorithm is the iterative Fourier domain preconditioned conjugate gradient (FDPCG) algorithm developed by Yang et al. [Appl. Opt.45, 5281 (2006)], combined with pseudo-open-loop control (POLC). FDPCG's computational cost is proportional to N log(N), where N denotes the dimensionality of the tomography problem. The second algorithm is the distributed Kalman filter (DKF) developed by Massioni et al. [J. Opt. Soc. Am. A28, 2298 (2011)], which is a noniterative spatially invariant controller. When implemented in the Fourier domain, DKF's cost is also proportional to N log(N). Both algorithms are capable of estimating spatial frequency components of the residual phase beyond the wavefront sensor (WFS) cutoff frequency thanks to regularization, thereby reducing WFS spatial aliasing at the expense of more computations. We present performance and cost analyses for the LGS multiconjugate AO system under design for the Thirty Meter Telescope, as well as DKF's sensitivity to uncertainties in wind profile prior information. We found that, provided the wind profile is known to better than 10% wind speed accuracy and 20 deg wind direction accuracy, DKF, despite its spatial invariance assumptions, delivers a significantly reduced wavefront error compared to the static FDPCG minimum variance estimator combined with POLC. Due to its nonsequential nature and high degree of parallelism, DKF is particularly well suited for real-time implementation on inexpensive off-the-shelf graphics processing units.

Protein alignment algorithms with an efficient backtracking routine on multiple GPUs.

PubMed

Blazewicz, Jacek; Frohmberg, Wojciech; Kierzynka, Michal; Pesch, Erwin; Wojciechowski, Pawel

2011-05-20

Pairwise sequence alignment methods are widely used in biological research. The increasing number of sequences is perceived as one of the upcoming challenges for sequence alignment methods in the nearest future. To overcome this challenge several GPU (Graphics Processing Unit) computing approaches have been proposed lately. These solutions show a great potential of a GPU platform but in most cases address the problem of sequence database scanning and computing only the alignment score whereas the alignment itself is omitted. Thus, the need arose to implement the global and semiglobal Needleman-Wunsch, and Smith-Waterman algorithms with a backtracking procedure which is needed to construct the alignment. In this paper we present the solution that performs the alignment of every given sequence pair, which is a required step for progressive multiple sequence alignment methods, as well as for DNA recognition at the DNA assembly stage. Performed tests show that the implementation, with performance up to 6.3 GCUPS on a single GPU for affine gap penalties, is very efficient in comparison to other CPU and GPU-based solutions. Moreover, multiple GPUs support with load balancing makes the application very scalable. The article shows that the backtracking procedure of the sequence alignment algorithms may be designed to fit in with the GPU architecture. Therefore, our algorithm, apart from scores, is able to compute pairwise alignments. This opens a wide range of new possibilities, allowing other methods from the area of molecular biology to take advantage of the new computational architecture. Performed tests show that the efficiency of the implementation is excellent. Moreover, the speed of our GPU-based algorithms can be almost linearly increased when using more than one graphics card.

A Modified Rodrigues Parameter-based Nonlinear Observer Design for Spacecraft Gyroscope Parameters Estimation

NASA Astrophysics Data System (ADS)

Yong, Kilyuk; Jo, Sujang; Bang, Hyochoong

This paper presents a modified Rodrigues parameter (MRP)-based nonlinear observer design to estimate bias, scale factor and misalignment of gyroscope measurements. A Lyapunov stability analysis is carried out for the nonlinear observer. Simulation is performed and results are presented illustrating the performance of the proposed nonlinear observer under the condition of persistent excitation maneuver. In addition, a comparison between the nonlinear observer and alignment Kalman filter (AKF) is made to highlight favorable features of the nonlinear observer.

Data assimilation in the low noise regime

NASA Astrophysics Data System (ADS)

Weare, J.; Vanden-Eijnden, E.

2012-12-01

On-line data assimilation techniques such as ensemble Kalman filters and particle filters tend to lose accuracy dramatically when presented with an unlikely observation. Such observation may be caused by an unusually large measurement error or reflect a rare fluctuation in the dynamics of the system. Over a long enough span of time it becomes likely that one or several of these events will occur. In some cases they are signatures of the most interesting features of the underlying system and their prediction becomes the primary focus of the data assimilation procedure. The Kuroshio or Black Current that runs along the eastern coast of Japan is an example of just such a system. It undergoes infrequent but dramatic changes of state between a small meander during which the current remains close to the coast of Japan, and a large meander during which the current bulges away from the coast. Because of the important role that the Kuroshio plays in distributing heat and salinity in the surrounding region, prediction of these transitions is of acute interest. { Here we focus on a regime in which both the stochastic forcing on the system and the observational noise are small. In this setting large deviation theory can be used to understand why standard filtering methods fail and guide the design of the more effective data assimilation techniques. Motivated by our large deviations analysis we propose several data assimilation strategies capable of efficiently handling rare events such as the transitions of the Kuroshio. These techniques are tested on a model of the Kuroshio and shown to perform much better than standard filtering methods.Here the sequence of observations (circles) are taken directly from one of our Kuroshio model's transition events from the small meander to the large meander. We tested two new algorithms (Algorithms 3 and 4 in the legend) motivated by our large deviations analysis as well as a standard particle filter and an ensemble Kalman filter. The parameters of each algorithm are chosen so that their costs are comparable. The particle filter and an ensemble Kalman filter fail to accurately track the transition. Algorithms 3 and 4 maintain accuracy (and smaller scale resolution) throughout the transition.

A new fault diagnosis algorithm for AUV cooperative localization system

NASA Astrophysics Data System (ADS)

Shi, Hongyang; Miao, Zhiyong; Zhang, Yi

2017-10-01

Multiple AUVs cooperative localization as a new kind of underwater positioning technology, not only can improve the positioning accuracy, but also has many advantages the single AUV does not have. It is necessary to detect and isolate the fault to increase the reliability and availability of the AUVs cooperative localization system. In this paper, the Extended Multiple Model Adaptive Cubature Kalmam Filter (EMMACKF) method is presented to detect the fault. The sensor failures are simulated based on the off-line experimental data. Experimental results have shown that the faulty apparatus can be diagnosed effectively using the proposed method. Compared with Multiple Model Adaptive Extended Kalman Filter and Multi-Model Adaptive Unscented Kalman Filter, both accuracy and timelines have been improved to some extent.

JASMINE -- Japan Astrometry Satellite Mission for INfrared Exploration: Data Analysis and Accuracy Assessment with a Kalman Filter

NASA Astrophysics Data System (ADS)

Yamada, Y.; Shimokawa, T.; Shinomoto, S. Yano, T.; Gouda, N.

2009-09-01

For the purpose of determining the celestial coordinates of stellar positions, consecutive observational images are laid overlapping each other with clues of stars belonging to multiple plates. In the analysis, one has to estimate not only the coordinates of individual plates, but also the possible expansion and distortion of the frame. This problem reduces to a least-squares fit that can in principle be solved by a huge matrix inversion, which is, however, impracticable. Here, we propose using Kalman filtering to perform the least-squares fit and implement a practical iterative algorithm. We also estimate errors associated with this iterative method and suggest a design of overlapping plates to minimize the error.

State estimator for multisensor systems with irregular sampling and time-varying delays

NASA Astrophysics Data System (ADS)

Peñarrocha, I.; Sanchis, R.; Romero, J. A.

2012-08-01

This article addresses the state estimation in linear time-varying systems with several sensors with different availability, randomly sampled in time and whose measurements have a time-varying delay. The approach is based on a modification of the Kalman filter with the negative-time measurement update strategy, avoiding running back the full standard Kalman filter, the use of full augmented order models or the use of reorganisation techniques, leading to a lower implementation cost algorithm. The update equations are run every time a new measurement is available, independently of the time when it was taken. The approach is useful for networked control systems, systems with long delays and scarce measurements and for out-of-sequence measurements.

Net2Align: An Algorithm For Pairwise Global Alignment of Biological Networks

PubMed Central

Wadhwab, Gulshan; Upadhyayaa, K. C.

2016-01-01

The amount of data on molecular interactions is growing at an enormous pace, whereas the progress of methods for analysing this data is still lacking behind. Particularly, in the area of comparative analysis of biological networks, where one wishes to explore the similarity between two biological networks, this holds a potential problem. In consideration that the functionality primarily runs at the network level, it advocates the need for robust comparison methods. In this paper, we describe Net2Align, an algorithm for pairwise global alignment that can perform node-to-node correspondences as well as edge-to-edge correspondences into consideration. The uniqueness of our algorithm is in the fact that it is also able to detect the type of interaction, which is essential in case of directed graphs. The existing algorithm is only able to identify the common nodes but not the common edges. Another striking feature of the algorithm is that it is able to remove duplicate entries in case of variable datasets being aligned. This is achieved through creation of a local database which helps exclude duplicate links. In a pervasive computational study on gene regulatory network, we establish that our algorithm surpasses its counterparts in its results. Net2Align has been implemented in Java 7 and the source code is available as supplementary files. PMID:28356678

Automated Driftmeter Fused with Inertial Navigation

DTIC Science & Technology

2014-03-27

6 IMU Inertial Measurement Unit . . . . . . . . . . . . . . . . . . . . . . . 7 SLAM Simultaneous...timing lines to remain horizontal at all times, regardless of turbulence and within 20 degrees of roll , pitch, and yaw of the aircraft. It had two...introduced in 1960 [2]. The Kalman filter algorithm has been used to merge inertial navigational data from Inertial Measurement Units ( IMU ) with

Comparisons of Four Methods for Estimating a Dynamic Factor Model

ERIC Educational Resources Information Center

Zhang, Zhiyong; Hamaker, Ellen L.; Nesselroade, John R.

2008-01-01

Four methods for estimating a dynamic factor model, the direct autoregressive factor score (DAFS) model, are evaluated and compared. The first method estimates the DAFS model using a Kalman filter algorithm based on its state space model representation. The second one employs the maximum likelihood estimation method based on the construction of a…

CAMPways: constrained alignment framework for the comparative analysis of a pair of metabolic pathways.

PubMed

Abaka, Gamze; Bıyıkoğlu, Türker; Erten, Cesim

2013-07-01

Given a pair of metabolic pathways, an alignment of the pathways corresponds to a mapping between similar substructures of the pair. Successful alignments may provide useful applications in phylogenetic tree reconstruction, drug design and overall may enhance our understanding of cellular metabolism. We consider the problem of providing one-to-many alignments of reactions in a pair of metabolic pathways. We first provide a constrained alignment framework applicable to the problem. We show that the constrained alignment problem even in a primitive setting is computationally intractable, which justifies efforts for designing efficient heuristics. We present our Constrained Alignment of Metabolic Pathways (CAMPways) algorithm designed for this purpose. Through extensive experiments involving a large pathway database, we demonstrate that when compared with a state-of-the-art alternative, the CAMPways algorithm provides better alignment results on metabolic networks as far as measures based on same-pathway inclusion and biochemical significance are concerned. The execution speed of our algorithm constitutes yet another important improvement over alternative algorithms. Open source codes, executable binary, useful scripts, all the experimental data and the results are freely available as part of the Supplementary Material at http://code.google.com/p/campways/. Supplementary data are available at Bioinformatics online.

Integrated WiFi/PDR/Smartphone Using an Unscented Kalman Filter Algorithm for 3D Indoor Localization.

PubMed

Chen, Guoliang; Meng, Xiaolin; Wang, Yunjia; Zhang, Yanzhe; Tian, Peng; Yang, Huachao

2015-09-23

Because of the high calculation cost and poor performance of a traditional planar map when dealing with complicated indoor geographic information, a WiFi fingerprint indoor positioning system cannot be widely employed on a smartphone platform. By making full use of the hardware sensors embedded in the smartphone, this study proposes an integrated approach to a three-dimensional (3D) indoor positioning system. First, an improved K-means clustering method is adopted to reduce the fingerprint database retrieval time and enhance positioning efficiency. Next, with the mobile phone's acceleration sensor, a new step counting method based on auto-correlation analysis is proposed to achieve cell phone inertial navigation positioning. Furthermore, the integration of WiFi positioning with Pedestrian Dead Reckoning (PDR) obtains higher positional accuracy with the help of the Unscented Kalman Filter algorithm. Finally, a hybrid 3D positioning system based on Unity 3D, which can carry out real-time positioning for targets in 3D scenes, is designed for the fluent operation of mobile terminals.

Integrated WiFi/PDR/Smartphone Using an Unscented Kalman Filter Algorithm for 3D Indoor Localization

PubMed Central

Chen, Guoliang; Meng, Xiaolin; Wang, Yunjia; Zhang, Yanzhe; Tian, Peng; Yang, Huachao

2015-01-01

Because of the high calculation cost and poor performance of a traditional planar map when dealing with complicated indoor geographic information, a WiFi fingerprint indoor positioning system cannot be widely employed on a smartphone platform. By making full use of the hardware sensors embedded in the smartphone, this study proposes an integrated approach to a three-dimensional (3D) indoor positioning system. First, an improved K-means clustering method is adopted to reduce the fingerprint database retrieval time and enhance positioning efficiency. Next, with the mobile phone’s acceleration sensor, a new step counting method based on auto-correlation analysis is proposed to achieve cell phone inertial navigation positioning. Furthermore, the integration of WiFi positioning with Pedestrian Dead Reckoning (PDR) obtains higher positional accuracy with the help of the Unscented Kalman Filter algorithm. Finally, a hybrid 3D positioning system based on Unity 3D, which can carry out real-time positioning for targets in 3D scenes, is designed for the fluent operation of mobile terminals. PMID:26404314

LiDAR-IMU Time Delay Calibration Based on Iterative Closest Point and Iterated Sigma Point Kalman Filter.

PubMed

Liu, Wanli

2017-03-08

The time delay calibration between Light Detection and Ranging (LiDAR) and Inertial Measurement Units (IMUs) is an essential prerequisite for its applications. However, the correspondences between LiDAR and IMU measurements are usually unknown, and thus cannot be computed directly for the time delay calibration. In order to solve the problem of LiDAR-IMU time delay calibration, this paper presents a fusion method based on iterative closest point (ICP) and iterated sigma point Kalman filter (ISPKF), which combines the advantages of ICP and ISPKF. The ICP algorithm can precisely determine the unknown transformation between LiDAR-IMU; and the ISPKF algorithm can optimally estimate the time delay calibration parameters. First of all, the coordinate transformation from the LiDAR frame to the IMU frame is realized. Second, the measurement model and time delay error model of LiDAR and IMU are established. Third, the methodology of the ICP and ISPKF procedure is presented for LiDAR-IMU time delay calibration. Experimental results are presented that validate the proposed method and demonstrate the time delay error can be accurately calibrated.

A Kalman-Filter-Based Common Algorithm Approach for Object Detection in Surgery Scene to Assist Surgeon's Situation Awareness in Robot-Assisted Laparoscopic Surgery

PubMed Central

2018-01-01

Although the use of the surgical robot is rapidly expanding for various medical treatments, there still exist safety issues and concerns about robot-assisted surgeries due to limited vision through a laparoscope, which may cause compromised situation awareness and surgical errors requiring rapid emergency conversion to open surgery. To assist surgeon's situation awareness and preventive emergency response, this study proposes situation information guidance through a vision-based common algorithm architecture for automatic detection and tracking of intraoperative hemorrhage and surgical instruments. The proposed common architecture comprises the location of the object of interest using feature texture, morphological information, and the tracking of the object based on Kalman filter for robustness with reduced error. The average recall and precision of the instrument detection in four prostate surgery videos were 96% and 86%, and the accuracy of the hemorrhage detection in two prostate surgery videos was 98%. Results demonstrate the robustness of the automatic intraoperative object detection and tracking which can be used to enhance the surgeon's preventive state recognition during robot-assisted surgery. PMID:29854366

[Research on engine remaining useful life prediction based on oil spectrum analysis and particle filtering].

PubMed

Sun, Lei; Jia, Yun-xian; Cai, Li-ying; Lin, Guo-yu; Zhao, Jin-song

2013-09-01

The spectrometric oil analysis(SOA) is an important technique for machine state monitoring, fault diagnosis and prognosis, and SOA based remaining useful life(RUL) prediction has an advantage of finding out the optimal maintenance strategy for machine system. Because the complexity of machine system, its health state degradation process can't be simply characterized by linear model, while particle filtering(PF) possesses obvious advantages over traditional Kalman filtering for dealing nonlinear and non-Gaussian system, the PF approach was applied to state forecasting by SOA, and the RUL prediction technique based on SOA and PF algorithm is proposed. In the prediction model, according to the estimating result of system's posterior probability, its prior probability distribution is realized, and the multi-step ahead prediction model based on PF algorithm is established. Finally, the practical SOA data of some engine was analyzed and forecasted by the above method, and the forecasting result was compared with that of traditional Kalman filtering method. The result fully shows the superiority and effectivity of the

Multiple vehicle tracking in aerial video sequence using driver behavior analysis and improved deterministic data association

NASA Astrophysics Data System (ADS)

Zhang, Xunxun; Xu, Hongke; Fang, Jianwu

2018-01-01

Along with the rapid development of the unmanned aerial vehicle technology, multiple vehicle tracking (MVT) in aerial video sequence has received widespread interest for providing the required traffic information. Due to the camera motion and complex background, MVT in aerial video sequence poses unique challenges. We propose an efficient MVT algorithm via driver behavior-based Kalman filter (DBKF) and an improved deterministic data association (IDDA) method. First, a hierarchical image registration method is put forward to compensate the camera motion. Afterward, to improve the accuracy of the state estimation, we propose the DBKF module by incorporating the driver behavior into the Kalman filter, where artificial potential field is introduced to reflect the driver behavior. Then, to implement the data association, a local optimization method is designed instead of global optimization. By introducing the adaptive operating strategy, the proposed IDDA method can also deal with the situation in which the vehicles suddenly appear or disappear. Finally, comprehensive experiments on the DARPA VIVID data set and KIT AIS data set demonstrate that the proposed algorithm can generate satisfactory and superior results.

Reliability based impact localization in composite panels using Bayesian updating and the Kalman filter

NASA Astrophysics Data System (ADS)

Morse, Llewellyn; Sharif Khodaei, Zahra; Aliabadi, M. H.

2018-01-01

In this work, a reliability based impact detection strategy for a sensorized composite structure is proposed. Impacts are localized using Artificial Neural Networks (ANNs) with recorded guided waves due to impacts used as inputs. To account for variability in the recorded data under operational conditions, Bayesian updating and Kalman filter techniques are applied to improve the reliability of the detection algorithm. The possibility of having one or more faulty sensors is considered, and a decision fusion algorithm based on sub-networks of sensors is proposed to improve the application of the methodology to real structures. A strategy for reliably categorizing impacts into high energy impacts, which are probable to cause damage in the structure (true impacts), and low energy non-damaging impacts (false impacts), has also been proposed to reduce the false alarm rate. The proposed strategy involves employing classification ANNs with different features extracted from captured signals used as inputs. The proposed methodologies are validated by experimental results on a quasi-isotropic composite coupon impacted with a range of impact energies.

False star detection and isolation during star tracking based on improved chi-square tests.

PubMed

Zhang, Hao; Niu, Yanxiong; Lu, Jiazhen; Yang, Yanqiang; Su, Guohua

2017-08-01

The star sensor is a precise attitude measurement device for a spacecraft. Star tracking is the main and key working mode for a star sensor. However, during star tracking, false stars become an inevitable interference for star sensor applications, which may result in declined measurement accuracy. A false star detection and isolation algorithm in star tracking based on improved chi-square tests is proposed in this paper. Two estimations are established based on a Kalman filter and a priori information, respectively. The false star detection is operated through adopting the global state chi-square test in a Kalman filter. The false star isolation is achieved using a local state chi-square test. Semi-physical experiments under different trajectories with various false stars are designed for verification. Experiment results show that various false stars can be detected and isolated from navigation stars during star tracking, and the attitude measurement accuracy is hardly influenced by false stars. The proposed algorithm is proved to have an excellent performance in terms of speed, stability, and robustness.

Using an Extended Kalman Filter Learning Algorithm for Feed-Forward Neural Networks to Describe Tracer Correlations

NASA Technical Reports Server (NTRS)

Lary, David J.; Mussa, Yussuf

2004-01-01

In this study a new extended Kalman filter (EKF) learning algorithm for feed-forward neural networks (FFN) is used. With the EKF approach, the training of the FFN can be seen as state estimation for a non-linear stationary process. The EKF method gives excellent convergence performances provided that there is enough computer core memory and that the machine precision is high. Neural networks are ideally suited to describe the spatial and temporal dependence of tracer-tracer correlations. The neural network performs well even in regions where the correlations are less compact and normally a family of correlation curves would be required. For example, the CH4-N2O correlation can be well described using a neural network trained with the latitude, pressure, time of year, and CH4 volume mixing ratio (v.m.r.). The neural network was able to reproduce the CH4-N2O correlation with a correlation coefficient between simulated and training values of 0.9997. The neural network Fortran code used is available for download.

Optimal Parameter Design of Coarse Alignment for Fiber Optic Gyro Inertial Navigation System.

PubMed

Lu, Baofeng; Wang, Qiuying; Yu, Chunmei; Gao, Wei

2015-06-25

Two different coarse alignment algorithms for Fiber Optic Gyro (FOG) Inertial Navigation System (INS) based on inertial reference frame are discussed in this paper. Both of them are based on gravity vector integration, therefore, the performance of these algorithms is determined by integration time. In previous works, integration time is selected by experience. In order to give a criterion for the selection process, and make the selection of the integration time more accurate, optimal parameter design of these algorithms for FOG INS is performed in this paper. The design process is accomplished based on the analysis of the error characteristics of these two coarse alignment algorithms. Moreover, this analysis and optimal parameter design allow us to make an adequate selection of the most accurate algorithm for FOG INS according to the actual operational conditions. The analysis and simulation results show that the parameter provided by this work is the optimal value, and indicate that in different operational conditions, the coarse alignment algorithms adopted for FOG INS are different in order to achieve better performance. Lastly, the experiment results validate the effectiveness of the proposed algorithm.

Iterative refinement of structure-based sequence alignments by Seed Extension

PubMed Central

Kim, Changhoon; Tai, Chin-Hsien; Lee, Byungkook

2009-01-01

Background Accurate sequence alignment is required in many bioinformatics applications but, when sequence similarity is low, it is difficult to obtain accurate alignments based on sequence similarity alone. The accuracy improves when the structures are available, but current structure-based sequence alignment procedures still mis-align substantial numbers of residues. In order to correct such errors, we previously explored the possibility of replacing the residue-based dynamic programming algorithm in structure alignment procedures with the Seed Extension algorithm, which does not use a gap penalty. Here, we describe a new procedure called RSE (Refinement with Seed Extension) that iteratively refines a structure-based sequence alignment. Results RSE uses SE (Seed Extension) in its core, which is an algorithm that we reported recently for obtaining a sequence alignment from two superimposed structures. The RSE procedure was evaluated by comparing the correctly aligned fractions of residues before and after the refinement of the structure-based sequence alignments produced by popular programs. CE, DaliLite, FAST, LOCK2, MATRAS, MATT, TM-align, SHEBA and VAST were included in this analysis and the NCBI's CDD root node set was used as the reference alignments. RSE improved the average accuracy of sequence alignments for all programs tested when no shift error was allowed. The amount of improvement varied depending on the program. The average improvements were small for DaliLite and MATRAS but about 5% for CE and VAST. More substantial improvements have been seen in many individual cases. The additional computation times required for the refinements were negligible compared to the times taken by the structure alignment programs. Conclusion RSE is a computationally inexpensive way of improving the accuracy of a structure-based sequence alignment. It can be used as a standalone procedure following a regular structure-based sequence alignment or to replace the traditional iterative refinement procedures based on residue-level dynamic programming algorithm in many structure alignment programs. PMID:19589133

Aligning Biomolecular Networks Using Modular Graph Kernels

NASA Astrophysics Data System (ADS)

Towfic, Fadi; Greenlee, M. Heather West; Honavar, Vasant

Comparative analysis of biomolecular networks constructed using measurements from different conditions, tissues, and organisms offer a powerful approach to understanding the structure, function, dynamics, and evolution of complex biological systems. We explore a class of algorithms for aligning large biomolecular networks by breaking down such networks into subgraphs and computing the alignment of the networks based on the alignment of their subgraphs. The resulting subnetworks are compared using graph kernels as scoring functions. We provide implementations of the resulting algorithms as part of BiNA, an open source biomolecular network alignment toolkit. Our experiments using Drosophila melanogaster, Saccharomyces cerevisiae, Mus musculus and Homo sapiens protein-protein interaction networks extracted from the DIP repository of protein-protein interaction data demonstrate that the performance of the proposed algorithms (as measured by % GO term enrichment of subnetworks identified by the alignment) is competitive with some of the state-of-the-art algorithms for pair-wise alignment of large protein-protein interaction networks. Our results also show that the inter-species similarity scores computed based on graph kernels can be used to cluster the species into a species tree that is consistent with the known phylogenetic relationships among the species.

Fitting-free algorithm for efficient quantification of collagen fiber alignment in SHG imaging applications.

PubMed

Hall, Gunnsteinn; Liang, Wenxuan; Li, Xingde

2017-10-01

Collagen fiber alignment derived from second harmonic generation (SHG) microscopy images can be important for disease diagnostics. Image processing algorithms are needed to robustly quantify the alignment in images with high sensitivity and reliability. Fourier transform (FT) magnitude, 2D power spectrum, and image autocorrelation have previously been used to extract fiber information from images by assuming a certain mathematical model (e.g. Gaussian distribution of the fiber-related parameters) and fitting. The fitting process is slow and fails to converge when the data is not Gaussian. Herein we present an efficient constant-time deterministic algorithm which characterizes the symmetricity of the FT magnitude image in terms of a single parameter, named the fiber alignment anisotropy R ranging from 0 (randomized fibers) to 1 (perfect alignment). This represents an important improvement of the technology and may bring us one step closer to utilizing the technology for various applications in real time. In addition, we present a digital image phantom-based framework for characterizing and validating the algorithm, as well as assessing the robustness of the algorithm against different perturbations.

An Improved BLE Indoor Localization with Kalman-Based Fusion: An Experimental Study

PubMed Central

Röbesaat, Jenny; Zhang, Peilin; Abdelaal, Mohamed; Theel, Oliver

2017-01-01

Indoor positioning has grasped great attention in recent years. A number of efforts have been exerted to achieve high positioning accuracy. However, there exists no technology that proves its efficacy in various situations. In this paper, we propose a novel positioning method based on fusing trilateration and dead reckoning. We employ Kalman filtering as a position fusion algorithm. Moreover, we adopt an Android device with Bluetooth Low Energy modules as the communication platform to avoid excessive energy consumption and to improve the stability of the received signal strength. To further improve the positioning accuracy, we take the environmental context information into account while generating the position fixes. Extensive experiments in a testbed are conducted to examine the performance of three approaches: trilateration, dead reckoning and the fusion method. Additionally, the influence of the knowledge of the environmental context is also examined. Finally, our proposed fusion method outperforms both trilateration and dead reckoning in terms of accuracy: experimental results show that the Kalman-based fusion, for our settings, achieves a positioning accuracy of less than one meter. PMID:28445421

Research on the attitude detection technology of the tetrahedron robot

NASA Astrophysics Data System (ADS)

Gong, Hao; Chen, Keshan; Ren, Wenqiang; Cai, Xin

2017-10-01

The traditional attitude detection technology can't tackle the problem of attitude detection of the polyhedral robot. Thus we propose a novel algorithm of multi-sensor data fusion which is based on Kalman filter. In the algorithm a tetrahedron robot is investigated. We devise an attitude detection system for the polyhedral robot and conduct the verification of data fusion algorithm. It turns out that the minimal attitude detection system we devise could capture attitudes of the tetrahedral robot in different working conditions. Thus the Kinematics model we establish for the tetrahedron robot is correct and the feasibility of the attitude detection system is proven.

Home Camera-Based Fall Detection System for the Elderly.

PubMed

de Miguel, Koldo; Brunete, Alberto; Hernando, Miguel; Gambao, Ernesto

2017-12-09

Falls are the leading cause of injury and death in elderly individuals. Unfortunately, fall detectors are typically based on wearable devices, and the elderly often forget to wear them. In addition, fall detectors based on artificial vision are not yet available on the market. In this paper, we present a new low-cost fall detector for smart homes based on artificial vision algorithms. Our detector combines several algorithms (background subtraction, Kalman filtering and optical flow) as input to a machine learning algorithm with high detection accuracy. Tests conducted on over 50 different fall videos have shown a detection ratio of greater than 96%.

Application of square-root filtering for spacecraft attitude control

NASA Technical Reports Server (NTRS)

Sorensen, J. A.; Schmidt, S. F.; Goka, T.

1978-01-01

Suitable digital algorithms are developed and tested for providing on-board precision attitude estimation and pointing control for potential use in the Landsat-D spacecraft. These algorithms provide pointing accuracy of better than 0.01 deg. To obtain necessary precision with efficient software, a six state-variable square-root Kalman filter combines two star tracker measurements to update attitude estimates obtained from processing three gyro outputs. The validity of the estimation and control algorithms are established, and the sensitivity of their performance to various error sources and software parameters are investigated by detailed digital simulation. Spacecraft computer memory, cycle time, and accuracy requirements are estimated.

Testing of Gyroless Estimation Algorithms for the Fuse Spacecraft

NASA Technical Reports Server (NTRS)

Harman, R.; Thienel, J.; Oshman, Yaakov

2004-01-01

This paper documents the testing and development of magnetometer-based gyroless attitude and rate estimation algorithms for the Far Ultraviolet Spectroscopic Explorer (FUSE). The results of two approaches are presented, one relies on a kinematic model for propagation, a method used in aircraft tracking, and the other is a pseudolinear Kalman filter that utilizes Euler's equations in the propagation of the estimated rate. Both algorithms are tested using flight data collected over a few months after the failure of two of the reaction wheels. The question of closed-loop stability is addressed. The ability of the controller to meet the science slew requirements, without the gyros, is analyzed.

Home Camera-Based Fall Detection System for the Elderly

PubMed Central

de Miguel, Koldo

2017-01-01

Falls are the leading cause of injury and death in elderly individuals. Unfortunately, fall detectors are typically based on wearable devices, and the elderly often forget to wear them. In addition, fall detectors based on artificial vision are not yet available on the market. In this paper, we present a new low-cost fall detector for smart homes based on artificial vision algorithms. Our detector combines several algorithms (background subtraction, Kalman filtering and optical flow) as input to a machine learning algorithm with high detection accuracy. Tests conducted on over 50 different fall videos have shown a detection ratio of greater than 96%. PMID:29232846

Validation of Brewer and Pandora measurements using OMI total ozone

NASA Astrophysics Data System (ADS)

Baek, Kanghyun; Kim, Jae H.; Herman, Jay R.; Haffner, David P.; Kim, Jhoon

2017-07-01

Korea will launch the Geostationary Environment Monitoring Spectrometer (GEMS) instrument in 2018 onboard the Geostationary Korean Multi-Purpose Satellite to monitor tropospheric gas concentrations with high temporal and spatial resolutions. The purpose of this study is to examine the performance of total column ozone (TCO) measurements from ground-based Pandora and Brewer instruments that will be used for validation of the GEMS ozone product. Satellite measurements can be used to detect erroneous outliers at a particular ground station, which deviate significantly from co-located satellite measurements relative to other stations. This is possible because a single satellite retrieval algorithm is used to process the entire satellite dataset, and instrument characteristics typically change slowly over the life of the satellite. Thus, the short-term stability (months) of satellite measurements can be used to estimate the performance of the ground-based measurement network as well as to identify potential problems at individual stations. As a reference for satellite ozone measurements, we have selected TCO data derived from OMI-TOMS V8.5 algorithm, because it is a robust algorithm that has been well studied to identify its various error sources. We validated ground-based Brewer and Pandora TCO measurements using OMI-TOMS TCO data collected over South Korea from March 2012 to December 2014. The Brewer TCO measurements at Pohang showed significant deviation from overall seasonal variation during the study period. In addition, in the presence of clouds, Pandora TCO measurements are unusually ∼7% higher than OMI-TOMS TCO data. To filter out these cloud-contaminated data, we applied a Kalman filter to the Pandora measurements. The diurnal variation in the Kalman-filtered Pandora data agrees well with the Brewer data, and the correlation of Kalman-filtered Pandora data with OMI-TOMS TCO is significantly improved from 0.89 to 0.99 at Seoul and from 0.93 to 0.99 at Busan.

Algorithms for Automatic Alignment of Arrays

NASA Technical Reports Server (NTRS)

Chatterjee, Siddhartha; Gilbert, John R.; Oliker, Leonid; Schreiber, Robert; Sheffler, Thomas J.

1996-01-01

Aggregate data objects (such as arrays) are distributed across the processor memories when compiling a data-parallel language for a distributed-memory machine. The mapping determines the amount of communication needed to bring operands of parallel operations into alignment with each other. A common approach is to break the mapping into two stages: an alignment that maps all the objects to an abstract template, followed by a distribution that maps the template to the processors. This paper describes algorithms for solving the various facets of the alignment problem: axis and stride alignment, static and mobile offset alignment, and replication labeling. We show that optimal axis and stride alignment is NP-complete for general program graphs, and give a heuristic method that can explore the space of possible solutions in a number of ways. We show that some of these strategies can give better solutions than a simple greedy approach proposed earlier. We also show how local graph contractions can reduce the size of the problem significantly without changing the best solution. This allows more complex and effective heuristics to be used. We show how to model the static offset alignment problem using linear programming, and we show that loop-dependent mobile offset alignment is sometimes necessary for optimum performance. We describe an algorithm with for determining mobile alignments for objects within do loops. We also identify situations in which replicated alignment is either required by the program itself or can be used to improve performance. We describe an algorithm based on network flow that replicates objects so as to minimize the total amount of broadcast communication in replication.

Investigating the Use of the Intel Xeon Phi for Event Reconstruction

NASA Astrophysics Data System (ADS)

Sherman, Keegan; Gilfoyle, Gerard

2014-09-01

The physics goal of Jefferson Lab is to understand how quarks and gluons form nuclei and it is being upgraded to a higher, 12-GeV beam energy. The new CLAS12 detector in Hall B will collect 5-10 terabytes of data per day and will require considerable computing resources. We are investigating tools, such as the Intel Xeon Phi, to speed up the event reconstruction. The Kalman Filter is one of the methods being studied. It is a linear algebra algorithm that estimates the state of a system by combining existing data and predictions of those measurements. The tools required to apply this technique (i.e. matrix multiplication, matrix inversion) are being written using C++ intrinsics for Intel's Xeon Phi Coprocessor, which uses the Many Integrated Cores (MIC) architecture. The Intel MIC is a new high-performance chip that connects to a host machine through the PCIe bus and is built to run highly vectorized and parallelized code making it a well-suited device for applications such as the Kalman Filter. Our tests of the MIC optimized algorithms needed for the filter show significant increases in speed. For example, matrix multiplication of 5x5 matrices on the MIC was able to run up to 69 times faster than the host core. The physics goal of Jefferson Lab is to understand how quarks and gluons form nuclei and it is being upgraded to a higher, 12-GeV beam energy. The new CLAS12 detector in Hall B will collect 5-10 terabytes of data per day and will require considerable computing resources. We are investigating tools, such as the Intel Xeon Phi, to speed up the event reconstruction. The Kalman Filter is one of the methods being studied. It is a linear algebra algorithm that estimates the state of a system by combining existing data and predictions of those measurements. The tools required to apply this technique (i.e. matrix multiplication, matrix inversion) are being written using C++ intrinsics for Intel's Xeon Phi Coprocessor, which uses the Many Integrated Cores (MIC) architecture. The Intel MIC is a new high-performance chip that connects to a host machine through the PCIe bus and is built to run highly vectorized and parallelized code making it a well-suited device for applications such as the Kalman Filter. Our tests of the MIC optimized algorithms needed for the filter show significant increases in speed. For example, matrix multiplication of 5x5 matrices on the MIC was able to run up to 69 times faster than the host core. Work supported by the University of Richmond and the US Department of Energy.

Algorithms for spacecraft formation flying navigation based on wireless positioning system measurements

NASA Astrophysics Data System (ADS)

Goh, Shu Ting

Spacecraft formation flying navigation continues to receive a great deal of interest. The research presented in this dissertation focuses on developing methods for estimating spacecraft absolute and relative positions, assuming measurements of only relative positions using wireless sensors. The implementation of the extended Kalman filter to the spacecraft formation navigation problem results in high estimation errors and instabilities in state estimation at times. This is due to the high nonlinearities in the system dynamic model. Several approaches are attempted in this dissertation aiming at increasing the estimation stability and improving the estimation accuracy. A differential geometric filter is implemented for spacecraft positions estimation. The differential geometric filter avoids the linearization step (which is always carried out in the extended Kalman filter) through a mathematical transformation that converts the nonlinear system into a linear system. A linear estimator is designed in the linear domain, and then transformed back to the physical domain. This approach demonstrated better estimation stability for spacecraft formation positions estimation, as detailed in this dissertation. The constrained Kalman filter is also implemented for spacecraft formation flying absolute positions estimation. The orbital motion of a spacecraft is characterized by two range extrema (perigee and apogee). At the extremum, the rate of change of a spacecraft's range vanishes. This motion constraint can be used to improve the position estimation accuracy. The application of the constrained Kalman filter at only two points in the orbit causes filter instability. Two variables are introduced into the constrained Kalman filter to maintain the stability and improve the estimation accuracy. An extended Kalman filter is implemented as a benchmark for comparison with the constrained Kalman filter. Simulation results show that the constrained Kalman filter provides better estimation accuracy as compared with the extended Kalman filter. A Weighted Measurement Fusion Kalman Filter (WMFKF) is proposed in this dissertation. In wireless localizing sensors, a measurement error is proportional to the distance of the signal travels and sensor noise. In this proposed Weighted Measurement Fusion Kalman Filter, the signal traveling time delay is not modeled; however, each measurement is weighted based on the measured signal travel distance. The obtained estimation performance is compared to the standard Kalman filter in two scenarios. The first scenario assumes using a wireless local positioning system in a GPS denied environment. The second scenario assumes the availability of both the wireless local positioning system and GPS measurements. The simulation results show that the WMFKF has similar accuracy performance as the standard Kalman Filter (KF) in the GPS denied environment. However, the WMFKF maintains the position estimation error within its expected error boundary when the WLPS detection range limit is above 30km. In addition, the WMFKF has a better accuracy and stability performance when GPS is available. Also, the computational cost analysis shows that the WMFKF has less computational cost than the standard KF, and the WMFKF has higher ellipsoid error probable percentage than the standard Measurement Fusion method. A method to determine the relative attitudes between three spacecraft is developed. The method requires four direction measurements between the three spacecraft. The simulation results and covariance analysis show that the method's error falls within a three sigma boundary without exhibiting any singularity issues. A study of the accuracy of the proposed method with respect to the shape of the spacecraft formation is also presented.

Unscented Kalman filter assimilation of time-lapse self-potential data for monitoring solute transport

NASA Astrophysics Data System (ADS)

Cui, Yi-an; Liu, Lanbo; Zhu, Xiaoxiong

2017-08-01

Monitoring the extent and evolution of contaminant plumes in local and regional groundwater systems from existing landfills is critical in contamination control and remediation. The self-potential survey is an efficient and economical nondestructive geophysical technique that can be used to investigate underground contaminant plumes. Based on the unscented transform, we have built a Kalman filtering cycle to conduct time-lapse data assimilation for monitoring the transport of solute based on the solute transport experiment using a bench-scale physical model. The data assimilation was formed by modeling the evolution based on the random walk model and observation correcting based on the self-potential forward. Thus, monitoring self-potential data can be inverted by the data assimilation technique. As a result, we can reconstruct the dynamic process of the contaminant plume instead of using traditional frame-to-frame static inversion, which may cause inversion artifacts. The data assimilation inversion algorithm was evaluated through noise-added synthetic time-lapse self-potential data. The result of the numerical experiment shows validity, accuracy and tolerance to the noise of the dynamic inversion. To validate the proposed algorithm, we conducted a scaled-down sandbox self-potential observation experiment to generate time-lapse data that closely mimics the real-world contaminant monitoring setup. The results of physical experiments support the idea that the data assimilation method is a potentially useful approach for characterizing the transport of contamination plumes using the unscented Kalman filter (UKF) data assimilation technique applied to field time-lapse self-potential data.

Alignment-free detection of horizontal gene transfer between closely related bacterial genomes.

PubMed

Domazet-Lošo, Mirjana; Haubold, Bernhard

2011-09-01

Bacterial epidemics are often caused by strains that have acquired their increased virulence through horizontal gene transfer. Due to this association with disease, the detection of horizontal gene transfer continues to receive attention from microbiologists and bioinformaticians alike. Most software for detecting transfer events is based on alignments of sets of genes or of entire genomes. But despite great advances in the design of algorithms and computer programs, genome alignment remains computationally challenging. We have therefore developed an alignment-free algorithm for rapidly detecting horizontal gene transfer between closely related bacterial genomes. Our implementation of this algorithm is called alfy for "ALignment Free local homologY" and is freely available from http://guanine.evolbio.mpg.de/alfy/. In this comment we demonstrate the application of alfy to the genomes of Staphylococcus aureus. We also argue that-contrary to popular belief and in spite of increasing computer speed-algorithmic optimization is becoming more, not less, important if genome data continues to accumulate at the present rate.

Transcript mapping for handwritten English documents

NASA Astrophysics Data System (ADS)

Jose, Damien; Bharadwaj, Anurag; Govindaraju, Venu

2008-01-01

Transcript mapping or text alignment with handwritten documents is the automatic alignment of words in a text file with word images in a handwritten document. Such a mapping has several applications in fields ranging from machine learning where large quantities of truth data are required for evaluating handwriting recognition algorithms, to data mining where word image indexes are used in ranked retrieval of scanned documents in a digital library. The alignment also aids "writer identity" verification algorithms. Interfaces which display scanned handwritten documents may use this alignment to highlight manuscript tokens when a person examines the corresponding transcript word. We propose an adaptation of the True DTW dynamic programming algorithm for English handwritten documents. The integration of the dissimilarity scores from a word-model word recognizer and Levenshtein distance between the recognized word and lexicon word, as a cost metric in the DTW algorithm leading to a fast and accurate alignment, is our primary contribution. Results provided, confirm the effectiveness of our approach.

Research on infrared small-target tracking technology under complex background

NASA Astrophysics Data System (ADS)

Liu, Lei; Wang, Xin; Chen, Jilu; Pan, Tao

2012-10-01

In this paper, some basic principles and the implementing flow charts of a series of algorithms for target tracking are described. On the foundation of above works, a moving target tracking software base on the OpenCV is developed by the software developing platform MFC. Three kinds of tracking algorithms are integrated in this software. These two tracking algorithms are Kalman Filter tracking method and Camshift tracking method. In order to explain the software clearly, the framework and the function are described in this paper. At last, the implementing processes and results are analyzed, and those algorithms for tracking targets are evaluated from the two aspects of subjective and objective. This paper is very significant in the application of the infrared target tracking technology.

Neurient: An Algorithm for Automatic Tracing of Confluent Neuronal Images to Determine Alignment

PubMed Central

Mitchel, J.A.; Martin, I.S.

2013-01-01

A goal of neural tissue engineering is the development and evaluation of materials that guide neuronal growth and alignment. However, the methods available to quantitatively evaluate the response of neurons to guidance materials are limited and/or expensive, and may require manual tracing to be performed by the researcher. We have developed an open source, automated Matlab-based algorithm, building on previously published methods, to trace and quantify alignment of fluorescent images of neurons in culture. The algorithm is divided into three phases, including computation of a lookup table which contains directional information for each image, location of a set of seed points which may lie along neurite centerlines, and tracing neurites starting with each seed point and indexing into the lookup table. This method was used to obtain quantitative alignment data for complex images of densely cultured neurons. Complete automation of tracing allows for unsupervised processing of large numbers of images. Following image processing with our algorithm, available metrics to quantify neurite alignment include angular histograms, percent of neurite segments in a given direction, and mean neurite angle. The alignment information obtained from traced images can be used to compare the response of neurons to a range of conditions. This tracing algorithm is freely available to the scientific community under the name Neurient, and its implementation in Matlab allows a wide range of researchers to use a standardized, open source method to quantitatively evaluate the alignment of dense neuronal cultures. PMID:23384629

Magnetometer-Only Attitude and Rate Estimates for Spinning Spacecraft

NASA Technical Reports Server (NTRS)

Challa, M.; Natanson, G.; Ottenstein, N.

2000-01-01

A deterministic algorithm and a Kalman filter for gyroless spacecraft are used independently to estimate the three-axis attitude and rates of rapidly spinning spacecraft using only magnetometer data. In-flight data from the Wide-Field Infrared Explorer (WIRE) during its tumble, and the Fast Auroral Snapshot Explorer (FAST) during its nominal mission mode are used to show that the algorithms can successfully estimate the above in spite of the high rates. Results using simulated data are used to illustrate the importance of accurate and frequent data.

UAV Control on the Basis of 3D Landmark Bearing-Only Observations.

PubMed

Karpenko, Simon; Konovalenko, Ivan; Miller, Alexander; Miller, Boris; Nikolaev, Dmitry

2015-11-27

The article presents an approach to the control of a UAV on the basis of 3D landmark observations. The novelty of the work is the usage of the 3D RANSAC algorithm developed on the basis of the landmarks' position prediction with the aid of a modified Kalman-type filter. Modification of the filter based on the pseudo-measurements approach permits obtaining unbiased UAV position estimation with quadratic error characteristics. Modeling of UAV flight on the basis of the suggested algorithm shows good performance, even under significant external perturbations.

Dual Fine Tracking Control of a Satellite Laser Communication Uplink

DTIC Science & Technology

2006-09-14

rejec- tion results for LQG control compared with adaptive least mean squares (LMS) and gradient adaptive lattice (GAL) algorithms , however, both...period [7, page 256]. The steady-state Kalman filter, defined by the predictor / corrector form, is implemented for each beam respectively as [7, page...Disturbance Environment . . . . . . . . . . . . . . . . . 97 B.4 Summary . . . . . . . . . . . . . . . . . . . . . . . . . . 98 Appendix C . Aircraft

A survey of the state of the art and focused research in range systems, task 2

NASA Technical Reports Server (NTRS)

Yao, K.

1986-01-01

Contract generated publications are compiled which describe the research activities for the reporting period. Study topics include: equivalent configurations of systolic arrays; least squares estimation algorithms with systolic array architectures; modeling and equilization of nonlinear bandlimited satellite channels; and least squares estimation and Kalman filtering by systolic arrays.

Algorithms for System Identification and Source Location.

NASA Astrophysics Data System (ADS)

Nehorai, Arye

This thesis deals with several topics in least squares estimation and applications to source location. It begins with a derivation of a mapping between Wiener theory and Kalman filtering for nonstationary autoregressive moving average (ARMO) processes. Applying time domain analysis, connections are found between time-varying state space realizations and input-output impulse response by matrix fraction description (MFD). Using these connections, the whitening filters are derived by the two approaches, and the Kalman gain is expressed in terms of Wiener theory. Next, fast estimation algorithms are derived in a unified way as special cases of the Conjugate Direction Method. The fast algorithms included are the block Levinson, fast recursive least squares, ladder (or lattice) and fast Cholesky algorithms. The results give a novel derivation and interpretation for all these methods, which are efficient alternatives to available recursive system identification algorithms. Multivariable identification algorithms are usually designed only for left MFD models. In this work, recursive multivariable identification algorithms are derived for right MFD models with diagonal denominator matrices. The algorithms are of prediction error and model reference type. Convergence analysis results obtained by the Ordinary Differential Equation (ODE) method are presented along with simulations. Sources of energy can be located by estimating time differences of arrival (TDOA's) of waves between the receivers. A new method for TDOA estimation is proposed for multiple unknown ARMA sources and additive correlated receiver noise. The method is based on a formula that uses only the receiver cross-spectra and the source poles. Two algorithms are suggested that allow tradeoffs between computational complexity and accuracy. A new time delay model is derived and used to show the applicability of the methods for non -integer TDOA's. Results from simulations illustrate the performance of the algorithms. The last chapter analyzes the response of exact least squares predictors for enhancement of sinusoids with additive colored noise. Using the matrix inversion lemma and the Christoffel-Darboux formula, the frequency response and amplitude gain of the sinusoids are expressed as functions of the signal and noise characteristics. The results generalize the available white noise case.

Genetic algorithms for protein threading.

PubMed

Yadgari, J; Amir, A; Unger, R

1998-01-01

Despite many years of efforts, a direct prediction of protein structure from sequence is still not possible. As a result, in the last few years researchers have started to address the "inverse folding problem": Identifying and aligning a sequence to the fold with which it is most compatible, a process known as "threading". In two meetings in which protein folding predictions were objectively evaluated, it became clear that threading as a concept promises a real breakthrough, but that much improvement is still needed in the technique itself. Threading is a NP-hard problem, and thus no general polynomial solution can be expected. Still a practical approach with demonstrated ability to find optimal solutions in many cases, and acceptable solutions in other cases, is needed. We applied the technique of Genetic Algorithms in order to significantly improve the ability of threading algorithms to find the optimal alignment of a sequence to a structure, i.e. the alignment with the minimum free energy. A major progress reported here is the design of a representation of the threading alignment as a string of fixed length. With this representation validation of alignments and genetic operators are effectively implemented. Appropriate data structure and parameters have been selected. It is shown that Genetic Algorithm threading is effective and is able to find the optimal alignment in a few test cases. Furthermore, the described algorithm is shown to perform well even without pre-definition of core elements. Existing threading methods are dependent on such constraints to make their calculations feasible. But the concept of core elements is inherently arbitrary and should be avoided if possible. While a rigorous proof is hard to submit yet an, we present indications that indeed Genetic Algorithm threading is capable of finding consistently good solutions of full alignments in search spaces of size up to 10(70).

Intelligent Control for Drag Reduction on the X-48B Vehicle

NASA Technical Reports Server (NTRS)

Griffin, Brian Joseph; Brown, Nelson Andrew; Yoo, Seung Yeun

2011-01-01

This paper focuses on the development of an intelligent control technology for in-flight drag reduction. The system is integrated with and demonstrated on the full X-48B nonlinear simulation. The intelligent control system utilizes a peak-seeking control method implemented with a time-varying Kalman filter. Performance functional coordinate and magnitude measurements, or independent and dependent parameters respectively, are used by the Kalman filter to provide the system with gradient estimates of the designed performance function which is used to drive the system toward a local minimum in a steepestdescent approach. To ensure ease of integration and algorithm performance, a single-input single-output approach was chosen. The framework, specific implementation considerations, simulation results, and flight feasibility issues related to this platform are discussed.

ECG denoising using angular velocity as a state and an observation in an Extended Kalman Filter framework.

PubMed

Akhbari, Mahsa; Shamsollahi, Mohammad B; Jutten, Christian; Coppa, Bertrand

2012-01-01

In this paper an efficient filtering procedure based on Extended Kalman Filter (EKF) has been proposed. The method is based on a modified nonlinear dynamic model, previously introduced for the generation of synthetic ECG signals. The proposed method considers the angular velocity of ECG signal, as one of the states of an EKF. We have considered two cases for observation equations, in one case we have assumed a corresponding observation to angular velocity state and in the other case, we have not assumed any observations for it. Quantitative evaluation of the proposed algorithm on the MIT-BIH Normal Sinus Rhythm Database (NSRDB) shows that an average SNR improvement of 8 dB is achieved for an input signal of -4 dB.

Development and validation of a Kalman filter-based model for vehicle slip angle estimation

NASA Astrophysics Data System (ADS)

Gadola, M.; Chindamo, D.; Romano, M.; Padula, F.

2014-01-01

It is well known that vehicle slip angle is one of the most difficult parameters to measure on a vehicle during testing or racing activities. Moreover, the appropriate sensor is very expensive and it is often difficult to fit to a car, especially on race cars. We propose here a strategy to eliminate the need for this sensor by using a mathematical tool which gives a good estimation of the vehicle slip angle. A single-track car model, coupled with an extended Kalman filter, was used in order to achieve the result. Moreover, a tuning procedure is proposed that takes into consideration both nonlinear and saturation characteristics typical of vehicle lateral dynamics. The effectiveness of the proposed algorithm has been proven by both simulation results and real-world data.

New estimation architecture for multisensor data fusion

NASA Astrophysics Data System (ADS)

Covino, Joseph M.; Griffiths, Barry E.

1991-07-01

This paper describes a novel method of hierarchical asynchronous distributed filtering called the Net Information Approach (NIA). The NIA is a Kalman-filter-based estimation scheme for spatially distributed sensors which must retain their local optimality yet require a nearly optimal global estimate. The key idea of the NIA is that each local sensor-dedicated filter tells the global filter 'what I've learned since the last local-to-global transmission,' whereas in other estimation architectures the local-to-global transmission consists of 'what I think now.' An algorithm based on this idea has been demonstrated on a small-scale target-tracking problem with many encouraging results. Feasibility of this approach was demonstrated by comparing NIA performance to an optimal centralized Kalman filter (lower bound) via Monte Carlo simulations.

Experimental image alignment system

NASA Technical Reports Server (NTRS)

Moyer, A. L.; Kowel, S. T.; Kornreich, P. G.

1980-01-01

A microcomputer-based instrument for image alignment with respect to a reference image is described which uses the DEFT sensor (Direct Electronic Fourier Transform) for image sensing and preprocessing. The instrument alignment algorithm which uses the two-dimensional Fourier transform as input is also described. It generates signals used to steer the stage carrying the test image into the correct orientation. This algorithm has computational advantages over algorithms which use image intensity data as input and is suitable for a microcomputer-based instrument since the two-dimensional Fourier transform is provided by the DEFT sensor.

How Magnetic Disturbance Influences the Attitude and Heading in Magnetic and Inertial Sensor-Based Orientation Estimation

PubMed Central

Li, Qingguo

2017-01-01

With the advancements in micro-electromechanical systems (MEMS) technologies, magnetic and inertial sensors are becoming more and more accurate, lightweight, smaller in size as well as low-cost, which in turn boosts their applications in human movement analysis. However, challenges still exist in the field of sensor orientation estimation, where magnetic disturbance represents one of the obstacles limiting their practical application. The objective of this paper is to systematically analyze exactly how magnetic disturbances affects the attitude and heading estimation for a magnetic and inertial sensor. First, we reviewed four major components dealing with magnetic disturbance, namely decoupling attitude estimation from magnetic reading, gyro bias estimation, adaptive strategies of compensating magnetic disturbance and sensor fusion algorithms. We review and analyze the features of existing methods of each component. Second, to understand each component in magnetic disturbance rejection, four representative sensor fusion methods were implemented, including gradient descent algorithms, improved explicit complementary filter, dual-linear Kalman filter and extended Kalman filter. Finally, a new standardized testing procedure has been developed to objectively assess the performance of each method against magnetic disturbance. Based upon the testing results, the strength and weakness of the existing sensor fusion methods were easily examined, and suggestions were presented for selecting a proper sensor fusion algorithm or developing new sensor fusion method. PMID:29283432

Sensor Fusion Based on an Integrated Neural Network and Probability Density Function (PDF) Dual Kalman Filter for On-Line Estimation of Vehicle Parameters and States.

PubMed

Vargas-Melendez, Leandro; Boada, Beatriz L; Boada, Maria Jesus L; Gauchia, Antonio; Diaz, Vicente

2017-04-29

Vehicles with a high center of gravity (COG), such as light trucks and heavy vehicles, are prone to rollover. This kind of accident causes nearly 33 % of all deaths from passenger vehicle crashes. Nowadays, these vehicles are incorporating roll stability control (RSC) systems to improve their safety. Most of the RSC systems require the vehicle roll angle as a known input variable to predict the lateral load transfer. The vehicle roll angle can be directly measured by a dual antenna global positioning system (GPS), but it is expensive. For this reason, it is important to estimate the vehicle roll angle from sensors installed onboard in current vehicles. On the other hand, the knowledge of the vehicle's parameters values is essential to obtain an accurate vehicle response. Some of vehicle parameters cannot be easily obtained and they can vary over time. In this paper, an algorithm for the simultaneous on-line estimation of vehicle's roll angle and parameters is proposed. This algorithm uses a probability density function (PDF)-based truncation method in combination with a dual Kalman filter (DKF), to guarantee that both vehicle's states and parameters are within bounds that have a physical meaning, using the information obtained from sensors mounted on vehicles. Experimental results show the effectiveness of the proposed algorithm.

A Cost-Effective Vehicle Localization Solution Using an Interacting Multiple Model−Unscented Kalman Filters (IMM-UKF) Algorithm and Grey Neural Network

PubMed Central

Xu, Qimin; Li, Xu; Chan, Ching-Yao

2017-01-01

In this paper, we propose a cost-effective localization solution for land vehicles, which can simultaneously adapt to the uncertain noise of inertial sensors and bridge Global Positioning System (GPS) outages. First, three Unscented Kalman filters (UKFs) with different noise covariances are introduced into the framework of Interacting Multiple Model (IMM) algorithm to form the proposed IMM-based UKF, termed as IMM-UKF. The IMM algorithm can provide a soft switching among the three UKFs and therefore adapt to different noise characteristics. Further, two IMM-UKFs are executed in parallel when GPS is available. One fuses the information of low-cost GPS, in-vehicle sensors, and micro electromechanical system (MEMS)-based reduced inertial sensor systems (RISS), while the other fuses only in-vehicle sensors and MEMS-RISS. The differences between the state vectors of the two IMM-UKFs are considered as training data of a Grey Neural Network (GNN) module, which is known for its high prediction accuracy with a limited amount of samples. The GNN module can predict and compensate position errors when GPS signals are blocked. To verify the feasibility and effectiveness of the proposed solution, road-test experiments with various driving scenarios were performed. The experimental results indicate that the proposed solution outperforms all the compared methods. PMID:28629165

Sensor Fusion Based on an Integrated Neural Network and Probability Density Function (PDF) Dual Kalman Filter for On-Line Estimation of Vehicle Parameters and States

PubMed Central

Vargas-Melendez, Leandro; Boada, Beatriz L.; Boada, Maria Jesus L.; Gauchia, Antonio; Diaz, Vicente

2017-01-01

Vehicles with a high center of gravity (COG), such as light trucks and heavy vehicles, are prone to rollover. This kind of accident causes nearly 33% of all deaths from passenger vehicle crashes. Nowadays, these vehicles are incorporating roll stability control (RSC) systems to improve their safety. Most of the RSC systems require the vehicle roll angle as a known input variable to predict the lateral load transfer. The vehicle roll angle can be directly measured by a dual antenna global positioning system (GPS), but it is expensive. For this reason, it is important to estimate the vehicle roll angle from sensors installed onboard in current vehicles. On the other hand, the knowledge of the vehicle’s parameters values is essential to obtain an accurate vehicle response. Some of vehicle parameters cannot be easily obtained and they can vary over time. In this paper, an algorithm for the simultaneous on-line estimation of vehicle’s roll angle and parameters is proposed. This algorithm uses a probability density function (PDF)-based truncation method in combination with a dual Kalman filter (DKF), to guarantee that both vehicle’s states and parameters are within bounds that have a physical meaning, using the information obtained from sensors mounted on vehicles. Experimental results show the effectiveness of the proposed algorithm. PMID:28468252

Joint state and parameter estimation of the hemodynamic model by particle smoother expectation maximization method

NASA Astrophysics Data System (ADS)

Aslan, Serdar; Taylan Cemgil, Ali; Akın, Ata

2016-08-01

Objective. In this paper, we aimed for the robust estimation of the parameters and states of the hemodynamic model by using blood oxygen level dependent signal. Approach. In the fMRI literature, there are only a few successful methods that are able to make a joint estimation of the states and parameters of the hemodynamic model. In this paper, we implemented a maximum likelihood based method called the particle smoother expectation maximization (PSEM) algorithm for the joint state and parameter estimation. Main results. Former sequential Monte Carlo methods were only reliable in the hemodynamic state estimates. They were claimed to outperform the local linearization (LL) filter and the extended Kalman filter (EKF). The PSEM algorithm is compared with the most successful method called square-root cubature Kalman smoother (SCKS) for both state and parameter estimation. SCKS was found to be better than the dynamic expectation maximization (DEM) algorithm, which was shown to be a better estimator than EKF, LL and particle filters. Significance. PSEM was more accurate than SCKS for both the state and the parameter estimation. Hence, PSEM seems to be the most accurate method for the system identification and state estimation for the hemodynamic model inversion literature. This paper do not compare its results with Tikhonov-regularized Newton—CKF (TNF-CKF), a recent robust method which works in filtering sense.

Optimization of sequence alignment for simple sequence repeat regions.

PubMed

Jighly, Abdulqader; Hamwieh, Aladdin; Ogbonnaya, Francis C

2011-07-20

Microsatellites, or simple sequence repeats (SSRs), are tandemly repeated DNA sequences, including tandem copies of specific sequences no longer than six bases, that are distributed in the genome. SSR has been used as a molecular marker because it is easy to detect and is used in a range of applications, including genetic diversity, genome mapping, and marker assisted selection. It is also very mutable because of slipping in the DNA polymerase during DNA replication. This unique mutation increases the insertion/deletion (INDELs) mutation frequency to a high ratio - more than other types of molecular markers such as single nucleotide polymorphism (SNPs).SNPs are more frequent than INDELs. Therefore, all designed algorithms for sequence alignment fit the vast majority of the genomic sequence without considering microsatellite regions, as unique sequences that require special consideration. The old algorithm is limited in its application because there are many overlaps between different repeat units which result in false evolutionary relationships. To overcome the limitation of the aligning algorithm when dealing with SSR loci, a new algorithm was developed using PERL script with a Tk graphical interface. This program is based on aligning sequences after determining the repeated units first, and the last SSR nucleotides positions. This results in a shifting process according to the inserted repeated unit type.When studying the phylogenic relations before and after applying the new algorithm, many differences in the trees were obtained by increasing the SSR length and complexity. However, less distance between different linage had been observed after applying the new algorithm. The new algorithm produces better estimates for aligning SSR loci because it reflects more reliable evolutionary relations between different linages. It reduces overlapping during SSR alignment, which results in a more realistic phylogenic relationship.

ChromAlign: A two-step algorithmic procedure for time alignment of three-dimensional LC-MS chromatographic surfaces.

PubMed

Sadygov, Rovshan G; Maroto, Fernando Martin; Hühmer, Andreas F R

2006-12-15

We present an algorithmic approach to align three-dimensional chromatographic surfaces of LC-MS data of complex mixture samples. The approach consists of two steps. In the first step, we prealign chromatographic profiles: two-dimensional projections of chromatographic surfaces. This is accomplished by correlation analysis using fast Fourier transforms. In this step, a temporal offset that maximizes the overlap and dot product between two chromatographic profiles is determined. In the second step, the algorithm generates correlation matrix elements between full mass scans of the reference and sample chromatographic surfaces. The temporal offset from the first step indicates a range of the mass scans that are possibly correlated, then the correlation matrix is calculated only for these mass scans. The correlation matrix carries information on highly correlated scans, but it does not itself determine the scan or time alignment. Alignment is determined as a path in the correlation matrix that maximizes the sum of the correlation matrix elements. The computational complexity of the optimal path generation problem is reduced by the use of dynamic programming. The program produces time-aligned surfaces. The use of the temporal offset from the first step in the second step reduces the computation time for generating the correlation matrix and speeds up the process. The algorithm has been implemented in a program, ChromAlign, developed in C++ language for the .NET2 environment in WINDOWS XP. In this work, we demonstrate the applications of ChromAlign to alignment of LC-MS surfaces of several datasets: a mixture of known proteins, samples from digests of surface proteins of T-cells, and samples prepared from digests of cerebrospinal fluid. ChromAlign accurately aligns the LC-MS surfaces we studied. In these examples, we discuss various aspects of the alignment by ChromAlign, such as constant time axis shifts and warping of chromatographic surfaces.

FEAST: sensitive local alignment with multiple rates of evolution.

PubMed

Hudek, Alexander K; Brown, Daniel G

2011-01-01

We present a pairwise local aligner, FEAST, which uses two new techniques: a sensitive extension algorithm for identifying homologous subsequences, and a descriptive probabilistic alignment model. We also present a new procedure for training alignment parameters and apply it to the human and mouse genomes, producing a better parameter set for these sequences. Our extension algorithm identifies homologous subsequences by considering all evolutionary histories. It has higher maximum sensitivity than Viterbi extensions, and better balances specificity. We model alignments with several submodels, each with unique statistical properties, describing strongly similar and weakly similar regions of homologous DNA. Training parameters using two submodels produces superior alignments, even when we align with only the parameters from the weaker submodel. Our extension algorithm combined with our new parameter set achieves sensitivity 0.59 on synthetic tests. In contrast, LASTZ with default settings achieves sensitivity 0.35 with the same false positive rate. Using the weak submodel as parameters for LASTZ increases its sensitivity to 0.59 with high error. FEAST is available at http://monod.uwaterloo.ca/feast/.

EKF-Based Enhanced Performance Controller Design for Nonlinear Stochastic Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhou, Yuyang; Zhang, Qichun; Wang, Hong

In this paper, a novel control algorithm is presented to enhance the performance of tracking property for a class of non-linear dynamic stochastic systems with unmeasurable variables. To minimize the entropy of tracking errors without changing the existing closed loop with PI controller, the enhanced performance loop is constructed based on the state estimation by extended Kalman Filter and the new controller is designed by full state feedback following this presented control algorithm. Besides, the conditions are obtained for the stability analysis in the mean square sense. In the end, the comparative simulation results are given to illustrate the effectivenessmore » of proposed control algorithm.« less

Estimating IMU heading error from SAR images.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Doerry, Armin Walter

Angular orientation errors of the real antenna for Synthetic Aperture Radar (SAR) will manifest as undesired illumination gradients in SAR images. These gradients can be measured, and the pointing error can be calculated. This can be done for single images, but done more robustly using multi-image methods. Several methods are provided in this report. The pointing error can then be fed back to the navigation Kalman filter to correct for problematic heading (yaw) error drift. This can mitigate the need for uncomfortable and undesired IMU alignment maneuvers such as S-turns.

Single photon laser altimeter data processing, analysis and experimental validation

NASA Astrophysics Data System (ADS)

Vacek, Michael; Peca, Marek; Michalek, Vojtech; Prochazka, Ivan

2015-10-01

Spaceborne laser altimeters are common instruments on-board the rendezvous spacecraft. This manuscript deals with the altimeters using a single photon approach, which belongs to the family of time-of-flight range measurements. Moreover, the single photon receiver part of the altimeter may be utilized as an Earth-to-spacecraft link enabling one-way ranging, time transfer and data transfer. The single photon altimeters evaluate actual altitude through the repetitive detections of single photons of the reflected laser pulses. We propose the single photon altimeter signal processing and data mining algorithm based on the Poisson statistic filter (histogram method) and the modified Kalman filter, providing all common altimetry products (altitude, slope, background photon flux and albedo). The Kalman filter is extended for the background noise filtering, the varying slope adaptation and the non-causal extension for an abrupt slope change. Moreover, the algorithm partially removes the major drawback of a single photon altitude reading, namely that the photon detection measurement statistics must be gathered. The developed algorithm deduces the actual altitude on the basis of a single photon detection; thus, being optimal in the sense that each detected signal photon carrying altitude information is tracked and no altitude information is lost. The algorithm was tested on the simulated datasets and partially cross-probed with the experimental data collected using the developed single photon altimeter breadboard based on the microchip laser with the pulse energy on the order of microjoule and the repetition rate of several kilohertz. We demonstrated that such an altimeter configuration may be utilized for landing or hovering a small body (asteroid, comet).

GCALIGNER 1.0: an alignment program to compute a multiple sample comparison data matrix from large eco-chemical datasets obtained by GC.

PubMed

Dellicour, Simon; Lecocq, Thomas

2013-10-01

GCALIGNER 1.0 is a computer program designed to perform a preliminary data comparison matrix of chemical data obtained by GC without MS information. The alignment algorithm is based on the comparison between the retention times of each detected compound in a sample. In this paper, we test the GCALIGNER efficiency on three datasets of the chemical secretions of bumble bees. The algorithm performs the alignment with a low error rate (<3%). GCALIGNER 1.0 is a useful, simple and free program based on an algorithm that enables the alignment of table-type data from GC. © 2013 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Robust prediction of consensus secondary structures using averaged base pairing probability matrices.

PubMed

Kiryu, Hisanori; Kin, Taishin; Asai, Kiyoshi

2007-02-15

Recent transcriptomic studies have revealed the existence of a considerable number of non-protein-coding RNA transcripts in higher eukaryotic cells. To investigate the functional roles of these transcripts, it is of great interest to find conserved secondary structures from multiple alignments on a genomic scale. Since multiple alignments are often created using alignment programs that neglect the special conservation patterns of RNA secondary structures for computational efficiency, alignment failures can cause potential risks of overlooking conserved stem structures. We investigated the dependence of the accuracy of secondary structure prediction on the quality of alignments. We compared three algorithms that maximize the expected accuracy of secondary structures as well as other frequently used algorithms. We found that one of our algorithms, called McCaskill-MEA, was more robust against alignment failures than others. The McCaskill-MEA method first computes the base pairing probability matrices for all the sequences in the alignment and then obtains the base pairing probability matrix of the alignment by averaging over these matrices. The consensus secondary structure is predicted from this matrix such that the expected accuracy of the prediction is maximized. We show that the McCaskill-MEA method performs better than other methods, particularly when the alignment quality is low and when the alignment consists of many sequences. Our model has a parameter that controls the sensitivity and specificity of predictions. We discussed the uses of that parameter for multi-step screening procedures to search for conserved secondary structures and for assigning confidence values to the predicted base pairs. The C++ source code that implements the McCaskill-MEA algorithm and the test dataset used in this paper are available at http://www.ncrna.org/papers/McCaskillMEA/. Supplementary data are available at Bioinformatics online.

A transition matrix approach to the Davenport gryo calibration scheme

NASA Technical Reports Server (NTRS)

Natanson, G. A.

1998-01-01

The in-flight gyro calibration scheme commonly used by NASA Goddard Space Flight Center (GSFC) attitude ground support teams closely follows an original version of the Davenport algorithm developed in the late seventies. Its basic idea is to minimize the least-squares differences between attitudes gyro- propagated over the course of a maneuver and those determined using post- maneuver sensor measurements. The paper represents the scheme in a recursive form by combining necessary partials into a rectangular matrix, which is propagated in exactly the same way as a Kalman filters square transition matrix. The nontrivial structure of the propagation matrix arises from the fact that attitude errors are not included in the state vector, and therefore their derivatives with respect to estimated a parameters do not appear in the transition matrix gyro defined in the conventional way. In cases when the required accuracy can be achieved by a single iteration, representation of the Davenport gyro calibration scheme in a recursive form allows one to discard each gyro measurement immediately after it was used to propagate the attitude and state transition matrix. Another advantage of the new approach is that it utilizes the same expression for the error sensitivity matrix as that used by the Kalman filter. As a result the suggested modification of the Davenport algorithm made it possible to reuse software modules implemented in the Kalman filter estimator, where both attitude errors and gyro calibration parameters are included in the state vector. The new approach has been implemented in the ground calibration utilities used to support the Tropical Rainfall Measuring Mission (TRMM). The paper analyzes some preliminary results of gyro calibration performed by the TRMM ground attitude support team. It is demonstrated that an effect of the second iteration on estimated values of calibration parameters is negligibly small, and therefore there is no need to store processed gyro data. This opens a promising opportunity for onboard implementation of the suggested recursive procedure by combining, it with the Kalman filter used to obtain necessary attitude solutions at the beginning and end of each maneuver.

Evaluation of a Cubature Kalman Filtering-Based Phase Unwrapping Method for Differential Interferograms with High Noise in Coal Mining Areas

PubMed Central

Liu, Wanli; Bian, Zhengfu; Liu, Zhenguo; Zhang, Qiuzhao

2015-01-01

Differential interferometric synthetic aperture radar has been shown to be effective for monitoring subsidence in coal mining areas. Phase unwrapping can have a dramatic influence on the monitoring result. In this paper, a filtering-based phase unwrapping algorithm in combination with path-following is introduced to unwrap differential interferograms with high noise in mining areas. It can perform simultaneous noise filtering and phase unwrapping so that the pre-filtering steps can be omitted, thus usually retaining more details and improving the detectable deformation. For the method, the nonlinear measurement model of phase unwrapping is processed using a simplified Cubature Kalman filtering, which is an effective and efficient tool used in many nonlinear fields. Three case studies are designed to evaluate the performance of the method. In Case 1, two tests are designed to evaluate the performance of the method under different factors including the number of multi-looks and path-guiding indexes. The result demonstrates that the unwrapped results are sensitive to the number of multi-looks and that the Fisher Distance is the most suitable path-guiding index for our study. Two case studies are then designed to evaluate the feasibility of the proposed phase unwrapping method based on Cubature Kalman filtering. The results indicate that, compared with the popular Minimum Cost Flow method, the Cubature Kalman filtering-based phase unwrapping can achieve promising results without pre-filtering and is an appropriate method for coal mining areas with high noise. PMID:26153776

Multi-rate cubature Kalman filter based data fusion method with residual compensation to adapt to sampling rate discrepancy in attitude measurement system.

PubMed

Guo, Xiaoting; Sun, Changku; Wang, Peng

2017-08-01

This paper investigates the multi-rate inertial and vision data fusion problem in nonlinear attitude measurement systems, where the sampling rate of the inertial sensor is much faster than that of the vision sensor. To fully exploit the high frequency inertial data and obtain favorable fusion results, a multi-rate CKF (Cubature Kalman Filter) algorithm with estimated residual compensation is proposed in order to adapt to the problem of sampling rate discrepancy. During inter-sampling of slow observation data, observation noise can be regarded as infinite. The Kalman gain is unknown and approaches zero. The residual is also unknown. Therefore, the filter estimated state cannot be compensated. To obtain compensation at these moments, state error and residual formulas are modified when compared with the observation data available moments. Self-propagation equation of the state error is established to propagate the quantity from the moments with observation to the moments without observation. Besides, a multiplicative adjustment factor is introduced as Kalman gain, which acts on the residual. Then the filter estimated state can be compensated even when there are no visual observation data. The proposed method is tested and verified in a practical setup. Compared with multi-rate CKF without residual compensation and single-rate CKF, a significant improvement is obtained on attitude measurement by using the proposed multi-rate CKF with inter-sampling residual compensation. The experiment results with superior precision and reliability show the effectiveness of the proposed method.

The Kalman Filter and High Performance Computing at NASA's Data Assimilation Office (DAO)

NASA Technical Reports Server (NTRS)

Lyster, Peter M.

1999-01-01

Atmospheric data assimilation is a method of combining actual observations with model simulations to produce a more accurate description of the earth system than the observations alone provide. The output of data assimilation, sometimes called "the analysis", are accurate regular, gridded datasets of observed and unobserved variables. This is used not only for weather forecasting but is becoming increasingly important for climate research. For example, these datasets may be used to assess retrospectively energy budgets or the effects of trace gases such as ozone. This allows researchers to understand processes driving weather and climate, which have important scientific and policy implications. The primary goal of the NASA's Data Assimilation Office (DAO) is to provide datasets for climate research and to support NASA satellite and aircraft missions. This presentation will: (1) describe ongoing work on the advanced Kalman/Lagrangian filter parallel algorithm for the assimilation of trace gases in the stratosphere; and (2) discuss the Kalman filter in relation to other presentations from the DAO on Four Dimensional Data Assimilation at this meeting. Although the designation "Kalman filter" is often used to describe the overarching work, the series of talks will show that the scientific software and the kind of parallelization techniques that are being developed at the DAO are very different depending on the type of problem being considered, the extent to which the problem is mission critical, and the degree of Software Engineering that has to be applied.

Robust Kalman filter design for predictive wind shear detection

NASA Technical Reports Server (NTRS)

Stratton, Alexander D.; Stengel, Robert F.

1991-01-01

Severe, low-altitude wind shear is a threat to aviation safety. Airborne sensors under development measure the radial component of wind along a line directly in front of an aircraft. In this paper, optimal estimation theory is used to define a detection algorithm to warn of hazardous wind shear from these sensors. To achieve robustness, a wind shear detection algorithm must distinguish threatening wind shear from less hazardous gustiness, despite variations in wind shear structure. This paper presents statistical analysis methods to refine wind shear detection algorithm robustness. Computational methods predict the ability to warn of severe wind shear and avoid false warning. Comparative capability of the detection algorithm as a function of its design parameters is determined, identifying designs that provide robust detection of severe wind shear.

Data fusion algorithm for rapid multi-mode dust concentration measurement system based on MEMS

NASA Astrophysics Data System (ADS)

Liao, Maohao; Lou, Wenzhong; Wang, Jinkui; Zhang, Yan

2018-03-01

As single measurement method cannot fully meet the technical requirements of dust concentration measurement, the multi-mode detection method is put forward, as well as the new requirements for data processing. This paper presents a new dust concentration measurement system which contains MEMS ultrasonic sensor and MEMS capacitance sensor, and presents a new data fusion algorithm for this multi-mode dust concentration measurement system. After analyzing the relation between the data of the composite measurement method, the data fusion algorithm based on Kalman filtering is established, which effectively improve the measurement accuracy, and ultimately forms a rapid data fusion model of dust concentration measurement. Test results show that the data fusion algorithm is able to realize the rapid and exact concentration detection.

Development of advanced techniques for rotorcraft state estimation and parameter identification

NASA Technical Reports Server (NTRS)

Hall, W. E., Jr.; Bohn, J. G.; Vincent, J. H.

1980-01-01

An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.

An analysis of the multiple model adaptive control algorithm. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Greene, C. S.

1978-01-01

Qualitative and quantitative aspects of the multiple model adaptive control method are detailed. The method represents a cascade of something which resembles a maximum a posteriori probability identifier (basically a bank of Kalman filters) and a bank of linear quadratic regulators. Major qualitative properties of the MMAC method are examined and principle reasons for unacceptable behavior are explored.

Uncertainty Representation and Interpretation in Model-based Prognostics Algorithms based on Kalman Filter Estimation

DTIC Science & Technology

2012-09-01

interpreting the state vector as the health indicator and a threshold is used on this variable in order to compute EOL (end-of-life) and RUL. Here, we...End-of-life ( EOL ) would match the true spread and would not change from one experiment to another. This is, however, in practice impossible to achieve

A Model-based Prognostics Methodology for Electrolytic Capacitors Based on Electrical Overstress Accelerated Aging

NASA Technical Reports Server (NTRS)

Celaya, Jose; Kulkarni, Chetan; Biswas, Gautam; Saha, Sankalita; Goebel, Kai

2011-01-01

A remaining useful life prediction methodology for electrolytic capacitors is presented. This methodology is based on the Kalman filter framework and an empirical degradation model. Electrolytic capacitors are used in several applications ranging from power supplies on critical avionics equipment to power drivers for electro-mechanical actuators. These devices are known for their comparatively low reliability and given their criticality in electronics subsystems they are a good candidate for component level prognostics and health management. Prognostics provides a way to assess remaining useful life of a capacitor based on its current state of health and its anticipated future usage and operational conditions. We present here also, experimental results of an accelerated aging test under electrical stresses. The data obtained in this test form the basis for a remaining life prediction algorithm where a model of the degradation process is suggested. This preliminary remaining life prediction algorithm serves as a demonstration of how prognostics methodologies could be used for electrolytic capacitors. In addition, the use degradation progression data from accelerated aging, provides an avenue for validation of applications of the Kalman filter based prognostics methods typically used for remaining useful life predictions in other applications.

Towards A Model-Based Prognostics Methodology for Electrolytic Capacitors: A Case Study Based on Electrical Overstress Accelerated Aging

NASA Technical Reports Server (NTRS)

Celaya, Jose R.; Kulkarni, Chetan S.; Biswas, Gautam; Goebel, Kai

2012-01-01

A remaining useful life prediction methodology for electrolytic capacitors is presented. This methodology is based on the Kalman filter framework and an empirical degradation model. Electrolytic capacitors are used in several applications ranging from power supplies on critical avionics equipment to power drivers for electro-mechanical actuators. These devices are known for their comparatively low reliability and given their criticality in electronics subsystems they are a good candidate for component level prognostics and health management. Prognostics provides a way to assess remaining useful life of a capacitor based on its current state of health and its anticipated future usage and operational conditions. We present here also, experimental results of an accelerated aging test under electrical stresses. The data obtained in this test form the basis for a remaining life prediction algorithm where a model of the degradation process is suggested. This preliminary remaining life prediction algorithm serves as a demonstration of how prognostics methodologies could be used for electrolytic capacitors. In addition, the use degradation progression data from accelerated aging, provides an avenue for validation of applications of the Kalman filter based prognostics methods typically used for remaining useful life predictions in other applications.

LiDAR-IMU Time Delay Calibration Based on Iterative Closest Point and Iterated Sigma Point Kalman Filter

PubMed Central

Liu, Wanli

2017-01-01

The time delay calibration between Light Detection and Ranging (LiDAR) and Inertial Measurement Units (IMUs) is an essential prerequisite for its applications. However, the correspondences between LiDAR and IMU measurements are usually unknown, and thus cannot be computed directly for the time delay calibration. In order to solve the problem of LiDAR-IMU time delay calibration, this paper presents a fusion method based on iterative closest point (ICP) and iterated sigma point Kalman filter (ISPKF), which combines the advantages of ICP and ISPKF. The ICP algorithm can precisely determine the unknown transformation between LiDAR-IMU; and the ISPKF algorithm can optimally estimate the time delay calibration parameters. First of all, the coordinate transformation from the LiDAR frame to the IMU frame is realized. Second, the measurement model and time delay error model of LiDAR and IMU are established. Third, the methodology of the ICP and ISPKF procedure is presented for LiDAR-IMU time delay calibration. Experimental results are presented that validate the proposed method and demonstrate the time delay error can be accurately calibrated. PMID:28282897

State-Dependent Pseudo-Linear Filter for Spacecraft Attitude and Rate Estimation

NASA Technical Reports Server (NTRS)

Bar-Itzhack, Itzhack Y.; Harman, Richard R.

2001-01-01

This paper presents the development and performance of a special algorithm for estimating the attitude and angular rate of a spacecraft. The algorithm is a pseudo-linear Kalman filter, which is an ordinary linear Kalman filter that operates on a linear model whose matrices are current state estimate dependent. The nonlinear rotational dynamics equation of the spacecraft is presented in the state space as a state-dependent linear system. Two types of measurements are considered. One type is a measurement of the quaternion of rotation, which is obtained from a newly introduced star tracker based apparatus. The other type of measurement is that of vectors, which permits the use of a variety of vector measuring sensors like sun sensors and magnetometers. While quaternion measurements are related linearly to the state vector, vector measurements constitute a nonlinear function of the state vector. Therefore, in this paper, a state-dependent linear measurement equation is developed for the vector measurement case. The state-dependent pseudo linear filter is applied to simulated spacecraft rotations and adequate estimates of the spacecraft attitude and rate are obtained for the case of quaternion measurements as well as of vector measurements.

Description of data on the Nimbus 7 LIMS map archive tape: Ozone and nitric acid

NASA Technical Reports Server (NTRS)

Remsberg, E. E.; Kurzeja, R. J.; Haggard, K. V.; Russell, J. M., III; Gordley, L. L.

1986-01-01

The Nimbus 7 Limb Infrared Monitor of the Stratosphere (LIMS) data set has been processed into a Fourier coefficient representation with a Kalman filter algorithm applied to profile data at individual latitudes and pressure levels. The algorithm produces synoptic data at noon Greenwich Mean Time (GMT) from the asynoptic orbital profiles. This form of the data set is easy to use and is appropriate for time series analysis and further data manipulation and display. Ozone and nitric acid results are grouped together in this report because the LIMS vertical field of views (FOV's) and analysis characteristics for these species are similar. A comparison of the orbital input data with mixing ratios derived from Kalman filter coefficients indicates errors in mixing ratio of generally less than 5 percent, with 15 percent being a maximum error. The high quality of the mapped data was indicated by coherence of both the phases and the amplitudes of waves with latitude and pressure. Examples of the mapped fields are presented, and details are given concerning the importance of diurnal variations, the removal of polar stratospheric cloud signatures, and the interpretation of bias effects in the data near the tops of profiles.

Overview and benchmark analysis of fuel cell parameters estimation for energy management purposes

NASA Astrophysics Data System (ADS)

Kandidayeni, M.; Macias, A.; Amamou, A. A.; Boulon, L.; Kelouwani, S.; Chaoui, H.

2018-03-01

Proton exchange membrane fuel cells (PEMFCs) have become the center of attention for energy conversion in many areas such as automotive industry, where they confront a high dynamic behavior resulting in their characteristics variation. In order to ensure appropriate modeling of PEMFCs, accurate parameters estimation is in demand. However, parameter estimation of PEMFC models is highly challenging due to their multivariate, nonlinear, and complex essence. This paper comprehensively reviews PEMFC models parameters estimation methods with a specific view to online identification algorithms, which are considered as the basis of global energy management strategy design, to estimate the linear and nonlinear parameters of a PEMFC model in real time. In this respect, different PEMFC models with different categories and purposes are discussed first. Subsequently, a thorough investigation of PEMFC parameter estimation methods in the literature is conducted in terms of applicability. Three potential algorithms for online applications, Recursive Least Square (RLS), Kalman filter, and extended Kalman filter (EKF), which has escaped the attention in previous works, have been then utilized to identify the parameters of two well-known semi-empirical models in the literature, Squadrito et al. and Amphlett et al. Ultimately, the achieved results and future challenges are discussed.

Multi-vehicle detection with identity awareness using cascade Adaboost and Adaptive Kalman filter for driver assistant system.

PubMed

Wang, Baofeng; Qi, Zhiquan; Chen, Sizhong; Liu, Zhaodu; Ma, Guocheng

2017-01-01

Vision-based vehicle detection is an important issue for advanced driver assistance systems. In this paper, we presented an improved multi-vehicle detection and tracking method using cascade Adaboost and Adaptive Kalman filter(AKF) with target identity awareness. A cascade Adaboost classifier using Haar-like features was built for vehicle detection, followed by a more comprehensive verification process which could refine the vehicle hypothesis in terms of both location and dimension. In vehicle tracking, each vehicle was tracked with independent identity by an Adaptive Kalman filter in collaboration with a data association approach. The AKF adaptively adjusted the measurement and process noise covariance through on-line stochastic modelling to compensate the dynamics changes. The data association correctly assigned different detections with tracks using global nearest neighbour(GNN) algorithm while considering the local validation. During tracking, a temporal context based track management was proposed to decide whether to initiate, maintain or terminate the tracks of different objects, thus suppressing the sparse false alarms and compensating the temporary detection failures. Finally, the proposed method was tested on various challenging real roads, and the experimental results showed that the vehicle detection performance was greatly improved with higher accuracy and robustness.

The Local Ensemble Transform Kalman Filter with the Weather Research and Forecasting Model: Experiments with Real Observations

NASA Astrophysics Data System (ADS)

Miyoshi, Takemasa; Kunii, Masaru

2012-03-01

The local ensemble transform Kalman filter (LETKF) is implemented with the Weather Research and Forecasting (WRF) model, and real observations are assimilated to assess the newly-developed WRF-LETKF system. The WRF model is a widely-used mesoscale numerical weather prediction model, and the LETKF is an ensemble Kalman filter (EnKF) algorithm particularly efficient in parallel computer architecture. This study aims to provide the basis of future research on mesoscale data assimilation using the WRF-LETKF system, an additional testbed to the existing EnKF systems with the WRF model used in the previous studies. The particular LETKF system adopted in this study is based on the system initially developed in 2004 and has been continuously improved through theoretical studies and wide applications to many kinds of dynamical models including realistic geophysical models. Most recent and important improvements include an adaptive covariance inflation scheme which considers the spatial and temporal inhomogeneity of inflation parameters. Experiments show that the LETKF successfully assimilates real observations and that adaptive inflation is advantageous. Additional experiments with various ensemble sizes show that using more ensemble members improves the analyses consistently.

Stochastic nonlinear mixed effects: a metformin case study.

PubMed

Matzuka, Brett; Chittenden, Jason; Monteleone, Jonathan; Tran, Hien

2016-02-01

In nonlinear mixed effect (NLME) modeling, the intra-individual variability is a collection of errors due to assay sensitivity, dosing, sampling, as well as model misspecification. Utilizing stochastic differential equations (SDE) within the NLME framework allows the decoupling of the measurement errors from the model misspecification. This leads the SDE approach to be a novel tool for model refinement. Using Metformin clinical pharmacokinetic (PK) data, the process of model development through the use of SDEs in population PK modeling was done to study the dynamics of absorption rate. A base model was constructed and then refined by using the system noise terms of the SDEs to track model parameters and model misspecification. This provides the unique advantage of making no underlying assumptions about the structural model for the absorption process while quantifying insufficiencies in the current model. This article focuses on implementing the extended Kalman filter and unscented Kalman filter in an NLME framework for parameter estimation and model development, comparing the methodologies, and illustrating their challenges and utility. The Kalman filter algorithms were successfully implemented in NLME models using MATLAB with run time differences between the ODE and SDE methods comparable to the differences found by Kakhi for their stochastic deconvolution.

Kalman-Predictive-Proportional-Integral-Derivative (KPPID) Temperature Control

NASA Astrophysics Data System (ADS)

Fluerasu, Andrei; Sutton, Mark

2003-09-01

With third generation synchrotron X-ray sources, it is possible to acquire detailed structural information about the system under study with time resolution orders of magnitude faster than was possible a few years ago. These advances have generated many new challenges for changing and controlling the state of the system on very short time scales, in a uniform and controlled manner. For our particular X-ray experiments [1] on crystallization or order-disorder phase transitions in metallic alloys, we need to change the sample temperature by hundreds of degrees as fast as possible while avoiding over or under shooting. To achieve this, we designed and implemented a computer-controlled temperature tracking system which combines standard Proportional-Integral-Derivative (PID) feedback, thermal modeling and finite difference thermal calculations (feedforward), and Kalman filtering of the temperature readings in order to reduce the noise. The resulting Kalman-Predictive-Proportional-Integral-Derivative (KPPID) algorithm allows us to obtain accurate control, to minimize the response time and to avoid over/under shooting, even in systems with inherently noisy temperature readings and time delays. The KPPID temperature controller was successfully implemented at the Advanced Photon Source at Argonne National Laboratories and was used to perform coherent and time-resolved X-ray diffraction experiments.

Reduction of Used Memory Ensemble Kalman Filtering (RumEnKF): A data assimilation scheme for memory intensive, high performance computing

NASA Astrophysics Data System (ADS)

Hut, Rolf; Amisigo, Barnabas A.; Steele-Dunne, Susan; van de Giesen, Nick

2015-12-01

Reduction of Used Memory Ensemble Kalman Filtering (RumEnKF) is introduced as a variant on the Ensemble Kalman Filter (EnKF). RumEnKF differs from EnKF in that it does not store the entire ensemble, but rather only saves the first two moments of the ensemble distribution. In this way, the number of ensemble members that can be calculated is less dependent on available memory, and mainly on available computing power (CPU). RumEnKF is developed to make optimal use of current generation super computer architecture, where the number of available floating point operations (flops) increases more rapidly than the available memory and where inter-node communication can quickly become a bottleneck. RumEnKF reduces the used memory compared to the EnKF when the number of ensemble members is greater than half the number of state variables. In this paper, three simple models are used (auto-regressive, low dimensional Lorenz and high dimensional Lorenz) to show that RumEnKF performs similarly to the EnKF. Furthermore, it is also shown that increasing the ensemble size has a similar impact on the estimation error from the three algorithms.

Fuzzy adaptive interacting multiple model nonlinear filter for integrated navigation sensor fusion.

PubMed

Tseng, Chien-Hao; Chang, Chih-Wen; Jwo, Dah-Jing

2011-01-01

In this paper, the application of the fuzzy interacting multiple model unscented Kalman filter (FUZZY-IMMUKF) approach to integrated navigation processing for the maneuvering vehicle is presented. The unscented Kalman filter (UKF) employs a set of sigma points through deterministic sampling, such that a linearization process is not necessary, and therefore the errors caused by linearization as in the traditional extended Kalman filter (EKF) can be avoided. The nonlinear filters naturally suffer, to some extent, the same problem as the EKF for which the uncertainty of the process noise and measurement noise will degrade the performance. As a structural adaptation (model switching) mechanism, the interacting multiple model (IMM), which describes a set of switching models, can be utilized for determining the adequate value of process noise covariance. The fuzzy logic adaptive system (FLAS) is employed to determine the lower and upper bounds of the system noise through the fuzzy inference system (FIS). The resulting sensor fusion strategy can efficiently deal with the nonlinear problem for the vehicle navigation. The proposed FUZZY-IMMUKF algorithm shows remarkable improvement in the navigation estimation accuracy as compared to the relatively conventional approaches such as the UKF and IMMUKF.

Functional Alignment of Metabolic Networks.

PubMed

Mazza, Arnon; Wagner, Allon; Ruppin, Eytan; Sharan, Roded

2016-05-01

Network alignment has become a standard tool in comparative biology, allowing the inference of protein function, interaction, and orthology. However, current alignment techniques are based on topological properties of networks and do not take into account their functional implications. Here we propose, for the first time, an algorithm to align two metabolic networks by taking advantage of their coupled metabolic models. These models allow us to assess the functional implications of genes or reactions, captured by the metabolic fluxes that are altered following their deletion from the network. Such implications may spread far beyond the region of the network where the gene or reaction lies. We apply our algorithm to align metabolic networks from various organisms, ranging from bacteria to humans, showing that our alignment can reveal functional orthology relations that are missed by conventional topological alignments.

Combining peak- and chromatogram-based retention time alignment algorithms for multiple chromatography-mass spectrometry datasets.

PubMed

Hoffmann, Nils; Keck, Matthias; Neuweger, Heiko; Wilhelm, Mathias; Högy, Petra; Niehaus, Karsten; Stoye, Jens

2012-08-27

Modern analytical methods in biology and chemistry use separation techniques coupled to sensitive detectors, such as gas chromatography-mass spectrometry (GC-MS) and liquid chromatography-mass spectrometry (LC-MS). These hyphenated methods provide high-dimensional data. Comparing such data manually to find corresponding signals is a laborious task, as each experiment usually consists of thousands of individual scans, each containing hundreds or even thousands of distinct signals. In order to allow for successful identification of metabolites or proteins within such data, especially in the context of metabolomics and proteomics, an accurate alignment and matching of corresponding features between two or more experiments is required. Such a matching algorithm should capture fluctuations in the chromatographic system which lead to non-linear distortions on the time axis, as well as systematic changes in recorded intensities. Many different algorithms for the retention time alignment of GC-MS and LC-MS data have been proposed and published, but all of them focus either on aligning previously extracted peak features or on aligning and comparing the complete raw data containing all available features. In this paper we introduce two algorithms for retention time alignment of multiple GC-MS datasets: multiple alignment by bidirectional best hits peak assignment and cluster extension (BIPACE) and center-star multiple alignment by pairwise partitioned dynamic time warping (CeMAPP-DTW). We show how the similarity-based peak group matching method BIPACE may be used for multiple alignment calculation individually and how it can be used as a preprocessing step for the pairwise alignments performed by CeMAPP-DTW. We evaluate the algorithms individually and in combination on a previously published small GC-MS dataset studying the Leishmania parasite and on a larger GC-MS dataset studying grains of wheat (Triticum aestivum). We have shown that BIPACE achieves very high precision and recall and a very low number of false positive peak assignments on both evaluation datasets. CeMAPP-DTW finds a high number of true positives when executed on its own, but achieves even better results when BIPACE is used to constrain its search space. The source code of both algorithms is included in the OpenSource software framework Maltcms, which is available from http://maltcms.sf.net. The evaluation scripts of the present study are available from the same source.

Combining peak- and chromatogram-based retention time alignment algorithms for multiple chromatography-mass spectrometry datasets

PubMed Central

2012-01-01

Background Modern analytical methods in biology and chemistry use separation techniques coupled to sensitive detectors, such as gas chromatography-mass spectrometry (GC-MS) and liquid chromatography-mass spectrometry (LC-MS). These hyphenated methods provide high-dimensional data. Comparing such data manually to find corresponding signals is a laborious task, as each experiment usually consists of thousands of individual scans, each containing hundreds or even thousands of distinct signals. In order to allow for successful identification of metabolites or proteins within such data, especially in the context of metabolomics and proteomics, an accurate alignment and matching of corresponding features between two or more experiments is required. Such a matching algorithm should capture fluctuations in the chromatographic system which lead to non-linear distortions on the time axis, as well as systematic changes in recorded intensities. Many different algorithms for the retention time alignment of GC-MS and LC-MS data have been proposed and published, but all of them focus either on aligning previously extracted peak features or on aligning and comparing the complete raw data containing all available features. Results In this paper we introduce two algorithms for retention time alignment of multiple GC-MS datasets: multiple alignment by bidirectional best hits peak assignment and cluster extension (BIPACE) and center-star multiple alignment by pairwise partitioned dynamic time warping (CeMAPP-DTW). We show how the similarity-based peak group matching method BIPACE may be used for multiple alignment calculation individually and how it can be used as a preprocessing step for the pairwise alignments performed by CeMAPP-DTW. We evaluate the algorithms individually and in combination on a previously published small GC-MS dataset studying the Leishmania parasite and on a larger GC-MS dataset studying grains of wheat (Triticum aestivum). Conclusions We have shown that BIPACE achieves very high precision and recall and a very low number of false positive peak assignments on both evaluation datasets. CeMAPP-DTW finds a high number of true positives when executed on its own, but achieves even better results when BIPACE is used to constrain its search space. The source code of both algorithms is included in the OpenSource software framework Maltcms, which is available from http://maltcms.sf.net. The evaluation scripts of the present study are available from the same source. PMID:22920415

An Efficient Correction Algorithm for Eliminating Image Misalignment Effects on Co-Phasing Measurement Accuracy for Segmented Active Optics Systems

PubMed Central

Yue, Dan; Xu, Shuyan; Nie, Haitao; Wang, Zongyang

2016-01-01

The misalignment between recorded in-focus and out-of-focus images using the Phase Diversity (PD) algorithm leads to a dramatic decline in wavefront detection accuracy and image recovery quality for segmented active optics systems. This paper demonstrates the theoretical relationship between the image misalignment and tip-tilt terms in Zernike polynomials of the wavefront phase for the first time, and an efficient two-step alignment correction algorithm is proposed to eliminate these misalignment effects. This algorithm processes a spatial 2-D cross-correlation of the misaligned images, revising the offset to 1 or 2 pixels and narrowing the search range for alignment. Then, it eliminates the need for subpixel fine alignment to achieve adaptive correction by adding additional tip-tilt terms to the Optical Transfer Function (OTF) of the out-of-focus channel. The experimental results demonstrate the feasibility and validity of the proposed correction algorithm to improve the measurement accuracy during the co-phasing of segmented mirrors. With this alignment correction, the reconstructed wavefront is more accurate, and the recovered image is of higher quality. PMID:26934045

A method to align the coordinate system of accelerometers to the axes of a human body: The depitch algorithm.

PubMed

Gietzelt, Matthias; Schnabel, Stephan; Wolf, Klaus-Hendrik; Büsching, Felix; Song, Bianying; Rust, Stefan; Marschollek, Michael

2012-05-01

One of the key problems in accelerometry based gait analyses is that it may not be possible to attach an accelerometer to the lower trunk so that its axes are perfectly aligned to the axes of the subject. In this paper we will present an algorithm that was designed to virtually align the axes of the accelerometer to the axes of the subject during walking sections. This algorithm is based on a physically reasonable approach and built for measurements in unsupervised settings, where the test persons are applying the sensors by themselves. For evaluation purposes we conducted a study with 6 healthy subjects and measured their gait with a manually aligned and a skewed accelerometer attached to the subject's lower trunk. After applying the algorithm the intra-axis correlation of both sensors was on average 0.89±0.1 with a mean absolute error of 0.05g. We concluded that the algorithm was able to adjust the skewed sensor node virtually to the coordinate system of the subject. Copyright © 2011 Elsevier Ireland Ltd. All rights reserved.

Design of multiple sequence alignment algorithms on parallel, distributed memory supercomputers.

PubMed

Church, Philip C; Goscinski, Andrzej; Holt, Kathryn; Inouye, Michael; Ghoting, Amol; Makarychev, Konstantin; Reumann, Matthias

2011-01-01

The challenge of comparing two or more genomes that have undergone recombination and substantial amounts of segmental loss and gain has recently been addressed for small numbers of genomes. However, datasets of hundreds of genomes are now common and their sizes will only increase in the future. Multiple sequence alignment of hundreds of genomes remains an intractable problem due to quadratic increases in compute time and memory footprint. To date, most alignment algorithms are designed for commodity clusters without parallelism. Hence, we propose the design of a multiple sequence alignment algorithm on massively parallel, distributed memory supercomputers to enable research into comparative genomics on large data sets. Following the methodology of the sequential progressiveMauve algorithm, we design data structures including sequences and sorted k-mer lists on the IBM Blue Gene/P supercomputer (BG/P). Preliminary results show that we can reduce the memory footprint so that we can potentially align over 250 bacterial genomes on a single BG/P compute node. We verify our results on a dataset of E.coli, Shigella and S.pneumoniae genomes. Our implementation returns results matching those of the original algorithm but in 1/2 the time and with 1/4 the memory footprint for scaffold building. In this study, we have laid the basis for multiple sequence alignment of large-scale datasets on a massively parallel, distributed memory supercomputer, thus enabling comparison of hundreds instead of a few genome sequences within reasonable time.

Spacecraft attitude determination using a second-order nonlinear filter

NASA Technical Reports Server (NTRS)

Vathsal, S.

1987-01-01

The stringent attitude determination accuracy and faster slew maneuver requirements demanded by present-day spacecraft control systems motivate the development of recursive nonlinear filters for attitude estimation. This paper presents the second-order filter development for the estimation of attitude quaternion using three-axis gyro and star tracker measurement data. Performance comparisons have been made by computer simulation of system models and filter mechanization. It is shown that the second-order filter consistently performs better than the extended Kalman filter when the performance index of the root sum square estimation error of the quaternion vector is compared. The second-order filter identifies the gyro drift rates faster than the extended Kalman filter. The uniqueness of this algorithm is the online generation of the time-varying process and measurement noise covariance matrices, derived as a function or the process and measurement nonlinearity, respectively.

A Steady-State Kalman Predictor-Based Filtering Strategy for Non-Overlapping Sub-Band Spectral Estimation

PubMed Central

Li, Zenghui; Xu, Bin; Yang, Jian; Song, Jianshe

2015-01-01

This paper focuses on suppressing spectral overlap for sub-band spectral estimation, with which we can greatly decrease the computational complexity of existing spectral estimation algorithms, such as nonlinear least squares spectral analysis and non-quadratic regularized sparse representation. Firstly, our study shows that the nominal ability of the high-order analysis filter to suppress spectral overlap is greatly weakened when filtering a finite-length sequence, because many meaningless zeros are used as samples in convolution operations. Next, an extrapolation-based filtering strategy is proposed to produce a series of estimates as the substitutions of the zeros and to recover the suppression ability. Meanwhile, a steady-state Kalman predictor is applied to perform a linearly-optimal extrapolation. Finally, several typical methods for spectral analysis are applied to demonstrate the effectiveness of the proposed strategy. PMID:25609038

Flight data identification of six degree-of-freedom stability and control derivatives of a large crane type helicopter

NASA Technical Reports Server (NTRS)

Tomaine, R. L.

1976-01-01

Flight test data from a large 'crane' type helicopter were collected and processed for the purpose of identifying vehicle rigid body stability and control derivatives. The process consisted of using digital and Kalman filtering techniques for state estimation and Extended Kalman filtering for parameter identification, utilizing a least squares algorithm for initial derivative and variance estimates. Data were processed for indicated airspeeds from 0 m/sec to 152 m/sec. Pulse, doublet and step control inputs were investigated. Digital filter frequency did not have a major effect on the identification process, while the initial derivative estimates and the estimated variances had an appreciable effect on many derivative estimates. The major derivatives identified agreed fairly well with analytical predictions and engineering experience. Doublet control inputs provided better results than pulse or step inputs.

An efficient algorithm for pairwise local alignment of protein interaction networks

DOE PAGES

Chen, Wenbin; Schmidt, Matthew; Tian, Wenhong; ...

2015-04-01

Recently, researchers seeking to understand, modify, and create beneficial traits in organisms have looked for evolutionarily conserved patterns of protein interactions. Their conservation likely means that the proteins of these conserved functional modules are important to the trait's expression. In this paper, we formulate the problem of identifying these conserved patterns as a graph optimization problem, and develop a fast heuristic algorithm for this problem. We compare the performance of our network alignment algorithm to that of the MaWISh algorithm [Koyuturk M, Kim Y, Topkara U, Subramaniam S, Szpankowski W, Grama A, Pairwise alignment of protein interaction networks, J Computmore » Biol 13(2): 182-199, 2006.], which bases its search algorithm on a related decision problem formulation. We find that our algorithm discovers conserved modules with a larger number of proteins in an order of magnitude less time. In conclusion, the protein sets found by our algorithm correspond to known conserved functional modules at comparable precision and recall rates as those produced by the MaWISh algorithm.« less

A parameter estimation subroutine package

NASA Technical Reports Server (NTRS)

Bierman, G. J.; Nead, M. W.

1978-01-01

Linear least squares estimation and regression analyses continue to play a major role in orbit determination and related areas. A library of FORTRAN subroutines were developed to facilitate analyses of a variety of estimation problems. An easy to use, multi-purpose set of algorithms that are reasonably efficient and which use a minimal amount of computer storage are presented. Subroutine inputs, outputs, usage and listings are given, along with examples of how these routines can be used. The routines are compact and efficient and are far superior to the normal equation and Kalman filter data processing algorithms that are often used for least squares analyses.

UAV Control on the Basis of 3D Landmark Bearing-Only Observations

PubMed Central

Karpenko, Simon; Konovalenko, Ivan; Miller, Alexander; Miller, Boris; Nikolaev, Dmitry

2015-01-01

The article presents an approach to the control of a UAV on the basis of 3D landmark observations. The novelty of the work is the usage of the 3D RANSAC algorithm developed on the basis of the landmarks’ position prediction with the aid of a modified Kalman-type filter. Modification of the filter based on the pseudo-measurements approach permits obtaining unbiased UAV position estimation with quadratic error characteristics. Modeling of UAV flight on the basis of the suggested algorithm shows good performance, even under significant external perturbations. PMID:26633394

Projected power iteration for network alignment

NASA Astrophysics Data System (ADS)

Onaran, Efe; Villar, Soledad

2017-08-01

The network alignment problem asks for the best correspondence between two given graphs, so that the largest possible number of edges are matched. This problem appears in many scientific problems (like the study of protein-protein interactions) and it is very closely related to the quadratic assignment problem which has graph isomorphism, traveling salesman and minimum bisection problems as particular cases. The graph matching problem is NP-hard in general. However, under some restrictive models for the graphs, algorithms can approximate the alignment efficiently. In that spirit the recent work by Feizi and collaborators introduce EigenAlign, a fast spectral method with convergence guarantees for Erd-s-Renyí graphs. In this work we propose the algorithm Projected Power Alignment, which is a projected power iteration version of EigenAlign. We numerically show it improves the recovery rates of EigenAlign and we describe the theory that may be used to provide performance guarantees for Projected Power Alignment.

A range-based predictive localization algorithm for WSID networks

NASA Astrophysics Data System (ADS)

Liu, Yuan; Chen, Junjie; Li, Gang

2017-11-01

Most studies on localization algorithms are conducted on the sensor networks with densely distributed nodes. However, the non-localizable problems are prone to occur in the network with sparsely distributed sensor nodes. To solve this problem, a range-based predictive localization algorithm (RPLA) is proposed in this paper for the wireless sensor networks syncretizing the RFID (WSID) networks. The Gaussian mixture model is established to predict the trajectory of a mobile target. Then, the received signal strength indication is used to reduce the residence area of the target location based on the approximate point-in-triangulation test algorithm. In addition, collaborative localization schemes are introduced to locate the target in the non-localizable situations. Simulation results verify that the RPLA achieves accurate localization for the network with sparsely distributed sensor nodes. The localization accuracy of the RPLA is 48.7% higher than that of the APIT algorithm, 16.8% higher than that of the single Gaussian model-based algorithm and 10.5% higher than that of the Kalman filtering-based algorithm.

Applying FastSLAM to Articulated Rovers

NASA Astrophysics Data System (ADS)

Hewitt, Robert Alexander

This thesis presents the navigation algorithms designed for use on Kapvik, a 30 kg planetary micro-rover built for the Canadian Space Agency; the simulations used to test the algorithm; and novel techniques for terrain classification using Kapvik's LIDAR (Light Detection And Ranging) sensor. Kapvik implements a six-wheeled, skid-steered, rocker-bogie mobility system. This warrants a more complicated kinematic model for navigation than a typical 4-wheel differential drive system. The design of a 3D navigation algorithm is presented that includes nonlinear Kalman filtering and Simultaneous Localization and Mapping (SLAM). A neural network for terrain classification is used to improve navigation performance. Simulation is used to train the neural network and validate the navigation algorithms. Real world tests of the terrain classification algorithm validate the use of simulation for training and the improvement to SLAM through the reduction of extraneous LIDAR measurements in each scan.

AlignNemo: a local network alignment method to integrate homology and topology.

PubMed

Ciriello, Giovanni; Mina, Marco; Guzzi, Pietro H; Cannataro, Mario; Guerra, Concettina

2012-01-01

Local network alignment is an important component of the analysis of protein-protein interaction networks that may lead to the identification of evolutionary related complexes. We present AlignNemo, a new algorithm that, given the networks of two organisms, uncovers subnetworks of proteins that relate in biological function and topology of interactions. The discovered conserved subnetworks have a general topology and need not to correspond to specific interaction patterns, so that they more closely fit the models of functional complexes proposed in the literature. The algorithm is able to handle sparse interaction data with an expansion process that at each step explores the local topology of the networks beyond the proteins directly interacting with the current solution. To assess the performance of AlignNemo, we ran a series of benchmarks using statistical measures as well as biological knowledge. Based on reference datasets of protein complexes, AlignNemo shows better performance than other methods in terms of both precision and recall. We show our solutions to be biologically sound using the concept of semantic similarity applied to Gene Ontology vocabularies. The binaries of AlignNemo and supplementary details about the algorithms and the experiments are available at: sourceforge.net/p/alignnemo.

Simulation and analyses of the aeroassist flight experiment attitude update method

NASA Technical Reports Server (NTRS)

Carpenter, J. R.

1991-01-01

A method which will be used to update the alignment of the Aeroassist Flight Experiment's Inertial Measuring Unit is simulated and analyzed. This method, the Star Line Maneuver, uses measurements from the Space Shuttle Orbiter star trackers along with an extended Kalman filter to estimate a correction to the attitude quaternion maintained by an Inertial Measuring Unit in the Orbiter's payload bay. This quaternion is corrupted by on-orbit bending of the Orbiter payload bay with respect to the Orbiter navigation base, which is incorporated into the payload quaternion when it is initialized via a direct transfer of the Orbiter attitude state. The method of updating this quaternion is examined through verification of baseline cases and Monte Carlo analysis using a simplified simulation, The simulation uses nominal state dynamics and measurement models from the Kalman filter as its real world models, and is programmed on Microvax minicomputer using Matlab, and interactive matrix analysis tool. Results are presented which confirm and augment previous performance studies, thereby enhancing confidence in the Star Line Maneuver design methodology.

Sparse alignment for robust tensor learning.

PubMed

Lai, Zhihui; Wong, Wai Keung; Xu, Yong; Zhao, Cairong; Sun, Mingming

2014-10-01

Multilinear/tensor extensions of manifold learning based algorithms have been widely used in computer vision and pattern recognition. This paper first provides a systematic analysis of the multilinear extensions for the most popular methods by using alignment techniques, thereby obtaining a general tensor alignment framework. From this framework, it is easy to show that the manifold learning based tensor learning methods are intrinsically different from the alignment techniques. Based on the alignment framework, a robust tensor learning method called sparse tensor alignment (STA) is then proposed for unsupervised tensor feature extraction. Different from the existing tensor learning methods, L1- and L2-norms are introduced to enhance the robustness in the alignment step of the STA. The advantage of the proposed technique is that the difficulty in selecting the size of the local neighborhood can be avoided in the manifold learning based tensor feature extraction algorithms. Although STA is an unsupervised learning method, the sparsity encodes the discriminative information in the alignment step and provides the robustness of STA. Extensive experiments on the well-known image databases as well as action and hand gesture databases by encoding object images as tensors demonstrate that the proposed STA algorithm gives the most competitive performance when compared with the tensor-based unsupervised learning methods.

On the Impact of Widening Vector Registers on Sequence Alignment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Daily, Jeffrey A.; Kalyanaraman, Anantharaman; Krishnamoorthy, Sriram

2016-09-22

Vector extensions, such as SSE, have been part of the x86 since the 1990s, with applications in graphics, signal processing, and scientific applications. Although many algorithms and applications can naturally benefit from automatic vectorization techniques, there are still many that are difficult to vectorize due to their dependence on irregular data structures, dense branch operations, or data dependencies. Sequence alignment, one of the most widely used operations in bioinformatics workflows, has a computational footprint that features complex data dependencies. In this paper, we demonstrate that the trend of widening vector registers adversely affects the state-of-the-art sequence alignment algorithm based onmore » striped data layouts. We present a practically efficient SIMD implementation of a parallel scan based sequence alignment algorithm that can better exploit wider SIMD units. We conduct comprehensive workload and use case analyses to characterize the relative behavior of the striped and scan approaches and identify the best choice of algorithm based on input length and SIMD width.« less

RNA-TVcurve: a Web server for RNA secondary structure comparison based on a multi-scale similarity of its triple vector curve representation.

PubMed

Li, Ying; Shi, Xiaohu; Liang, Yanchun; Xie, Juan; Zhang, Yu; Ma, Qin

2017-01-21

RNAs have been found to carry diverse functionalities in nature. Inferring the similarity between two given RNAs is a fundamental step to understand and interpret their functional relationship. The majority of functional RNAs show conserved secondary structures, rather than sequence conservation. Those algorithms relying on sequence-based features usually have limitations in their prediction performance. Hence, integrating RNA structure features is very critical for RNA analysis. Existing algorithms mainly fall into two categories: alignment-based and alignment-free. The alignment-free algorithms of RNA comparison usually have lower time complexity than alignment-based algorithms. An alignment-free RNA comparison algorithm was proposed, in which novel numerical representations RNA-TVcurve (triple vector curve representation) of RNA sequence and corresponding secondary structure features are provided. Then a multi-scale similarity score of two given RNAs was designed based on wavelet decomposition of their numerical representation. In support of RNA mutation and phylogenetic analysis, a web server (RNA-TVcurve) was designed based on this alignment-free RNA comparison algorithm. It provides three functional modules: 1) visualization of numerical representation of RNA secondary structure; 2) detection of single-point mutation based on secondary structure; and 3) comparison of pairwise and multiple RNA secondary structures. The inputs of the web server require RNA primary sequences, while corresponding secondary structures are optional. For the primary sequences alone, the web server can compute the secondary structures using free energy minimization algorithm in terms of RNAfold tool from Vienna RNA package. RNA-TVcurve is the first integrated web server, based on an alignment-free method, to deliver a suite of RNA analysis functions, including visualization, mutation analysis and multiple RNAs structure comparison. The comparison results with two popular RNA comparison tools, RNApdist and RNAdistance, showcased that RNA-TVcurve can efficiently capture subtle relationships among RNAs for mutation detection and non-coding RNA classification. All the relevant results were shown in an intuitive graphical manner, and can be freely downloaded from this server. RNA-TVcurve, along with test examples and detailed documents, are available at: http://ml.jlu.edu.cn/tvcurve/ .

An Automatic Registration Algorithm for 3D Maxillofacial Model

NASA Astrophysics Data System (ADS)

Qiu, Luwen; Zhou, Zhongwei; Guo, Jixiang; Lv, Jiancheng

2016-09-01

3D image registration aims at aligning two 3D data sets in a common coordinate system, which has been widely used in computer vision, pattern recognition and computer assisted surgery. One challenging problem in 3D registration is that point-wise correspondences between two point sets are often unknown apriori. In this work, we develop an automatic algorithm for 3D maxillofacial models registration including facial surface model and skull model. Our proposed registration algorithm can achieve a good alignment result between partial and whole maxillofacial model in spite of ambiguous matching, which has a potential application in the oral and maxillofacial reparative and reconstructive surgery. The proposed algorithm includes three steps: (1) 3D-SIFT features extraction and FPFH descriptors construction; (2) feature matching using SAC-IA; (3) coarse rigid alignment and refinement by ICP. Experiments on facial surfaces and mandible skull models demonstrate the efficiency and robustness of our algorithm.

Pressure filtration of ceramic pastes. 4: Treatment of experimental data

NASA Technical Reports Server (NTRS)

Torrecillas, A. S.; Polo, J. F.; Perez, A. A.

1984-01-01

The use of data processing method based on the algorithm proposed by Kalman and its application to the filtration process at constant pressure are described, as well as the advantages of this method. This technique is compared to the least squares method. The operation allows the precise parameter adjustment of the equation in direct relationship to the specific resistance of the cake.

Handheld Synthetic Array Final Report, Part A

DTIC Science & Technology

2014-12-01

Measurement Unit 4/143 IEEE Institute of Electrical and Electronics Engineers KF Kalman Filter KL Kullback - Leibler LAMBDA Least-squares... testing the algorithms for the LOS AN wireless beamforming. Given a good set of feature points, the ego-motion is sufficiently accurate to... of little value to the overall SLAM and the RSS observables are used instead. While individual RSS measurements are low in information value, the

Profiling atmospheric water vapor by microwave radiometry

NASA Technical Reports Server (NTRS)

Wang, J. R.; Wilheit, T. T.; Szejwach, G.; Gesell, L. H.; Nieman, R. A.; Niver, D. S.; Krupp, B. M.; Gagliano, J. A.; King, J. L.

1983-01-01

High-altitude microwave radiometric observations at frequencies near 92 and 183.3 GHz were used to study the potential of retrieving atmospheric water vapor profiles over both land and water. An algorithm based on an extended kalman-Bucy filter was implemented and applied for the water vapor retrieval. The results show great promise in atmospheric water vapor profiling by microwave radiometry heretofore not attainable at lower frequencies.

Airborne Network Optimization with Dynamic Network Update

DTIC Science & Technology

2015-03-26

Faculty Department of Electrical and Computer Engineering Graduate School of Engineering and Management Air Force Institute of Technology Air University...Member Dr. Barry E. Mullins Member AFIT-ENG-MS-15-M-030 Abstract Modern networks employ congestion and routing management algorithms that can perform...airborne networks. Intelligent agents can make use of Kalman filter predictions to make informed decisions to manage communication in airborne networks. The

Optimal Search Strategy for the Definition of a DNAPL Source

DTIC Science & Technology

2009-08-01

29. Flow field results for stochastic model (colored contours) and potentiometric map created by hydrogeologist using well water level measurements...potentiometric map created by hydrogeologist using well water level measurements (black contours). 5.1.3. Source search algorithm Figure 30 shows the 15...and C. D. Tankersley, “Forecasting piezometric head levels in the Floridian aquifer: A Kalman filtering approach”, Water Resources Research, 29(11

A preliminary evaluation of an F100 engine parameter estimation process using flight data

NASA Technical Reports Server (NTRS)

Maine, Trindel A.; Gilyard, Glenn B.; Lambert, Heather H.

1990-01-01

The parameter estimation algorithm developed for the F100 engine is described. The algorithm is a two-step process. The first step consists of a Kalman filter estimation of five deterioration parameters, which model the off-nominal behavior of the engine during flight. The second step is based on a simplified steady-state model of the compact engine model (CEM). In this step, the control vector in the CEM is augmented by the deterioration parameters estimated in the first step. The results of an evaluation made using flight data from the F-15 aircraft are presented, indicating that the algorithm can provide reasonable estimates of engine variables for an advanced propulsion control law development.

A preliminary evaluation of an F100 engine parameter estimation process using flight data

NASA Technical Reports Server (NTRS)

Maine, Trindel A.; Gilyard, Glenn B.; Lambert, Heather H.

1990-01-01

The parameter estimation algorithm developed for the F100 engine is described. The algorithm is a two-step process. The first step consists of a Kalman filter estimation of five deterioration parameters, which model the off-nominal behavior of the engine during flight. The second step is based on a simplified steady-state model of the 'compact engine model' (CEM). In this step the control vector in the CEM is augmented by the deterioration parameters estimated in the first step. The results of an evaluation made using flight data from the F-15 aircraft are presented, indicating that the algorithm can provide reasonable estimates of engine variables for an advanced propulsion-control-law development.

Constructing Aligned Assessments Using Automated Test Construction

ERIC Educational Resources Information Center

Porter, Andrew; Polikoff, Morgan S.; Barghaus, Katherine M.; Yang, Rui

2013-01-01

We describe an innovative automated test construction algorithm for building aligned achievement tests. By incorporating the algorithm into the test construction process, along with other test construction procedures for building reliable and unbiased assessments, the result is much more valid tests than result from current test construction…

Acceleration of the Smith-Waterman algorithm using single and multiple graphics processors

NASA Astrophysics Data System (ADS)

Khajeh-Saeed, Ali; Poole, Stephen; Blair Perot, J.

2010-06-01

Finding regions of similarity between two very long data streams is a computationally intensive problem referred to as sequence alignment. Alignment algorithms must allow for imperfect sequence matching with different starting locations and some gaps and errors between the two data sequences. Perhaps the most well known application of sequence matching is the testing of DNA or protein sequences against genome databases. The Smith-Waterman algorithm is a method for precisely characterizing how well two sequences can be aligned and for determining the optimal alignment of those two sequences. Like many applications in computational science, the Smith-Waterman algorithm is constrained by the memory access speed and can be accelerated significantly by using graphics processors (GPUs) as the compute engine. In this work we show that effective use of the GPU requires a novel reformulation of the Smith-Waterman algorithm. The performance of this new version of the algorithm is demonstrated using the SSCA#1 (Bioinformatics) benchmark running on one GPU and on up to four GPUs executing in parallel. The results indicate that for large problems a single GPU is up to 45 times faster than a CPU for this application, and the parallel implementation shows linear speed up on up to 4 GPUs.

Evaluation of Laser Based Alignment Algorithms Under Additive Random and Diffraction Noise

DOE Office of Scientific and Technical Information (OSTI.GOV)

McClay, W A; Awwal, A; Wilhelmsen, K

2004-09-30

The purpose of the automatic alignment algorithm at the National Ignition Facility (NIF) is to determine the position of a laser beam based on the position of beam features from video images. The position information obtained is used to command motors and attenuators to adjust the beam lines to the desired position, which facilitates the alignment of all 192 beams. One of the goals of the algorithm development effort is to ascertain the performance, reliability, and uncertainty of the position measurement. This paper describes a method of evaluating the performance of algorithms using Monte Carlo simulation. In particular we showmore » the application of this technique to the LM1{_}LM3 algorithm, which determines the position of a series of two beam light sources. The performance of the algorithm was evaluated for an ensemble of over 900 simulated images with varying image intensities and noise counts, as well as varying diffraction noise amplitude and frequency. The performance of the algorithm on the image data set had a tolerance well beneath the 0.5-pixel system requirement.« less

Stereovision-based pose and inertia estimation of unknown and uncooperative space objects

NASA Astrophysics Data System (ADS)

Pesce, Vincenzo; Lavagna, Michèle; Bevilacqua, Riccardo

2017-01-01

Autonomous close proximity operations are an arduous and attractive problem in space mission design. In particular, the estimation of pose, motion and inertia properties of an uncooperative object is a challenging task because of the lack of available a priori information. This paper develops a novel method to estimate the relative position, velocity, angular velocity, attitude and the ratios of the components of the inertia matrix of an uncooperative space object using only stereo-vision measurements. The classical Extended Kalman Filter (EKF) and an Iterated Extended Kalman Filter (IEKF) are used and compared for the estimation procedure. In addition, in order to compute the inertia properties, the ratios of the inertia components are added to the state and a pseudo-measurement equation is considered in the observation model. The relative simplicity of the proposed algorithm could be suitable for an online implementation for real applications. The developed algorithm is validated by numerical simulations in MATLAB using different initial conditions and uncertainty levels. The goal of the simulations is to verify the accuracy and robustness of the proposed estimation algorithm. The obtained results show satisfactory convergence of estimation errors for all the considered quantities. The obtained results, in several simulations, shows some improvements with respect to similar works, which deal with the same problem, present in literature. In addition, a video processing procedure is presented to reconstruct the geometrical properties of a body using cameras. This inertia reconstruction algorithm has been experimentally validated at the ADAMUS (ADvanced Autonomous MUltiple Spacecraft) Lab at the University of Florida. In the future, this different method could be integrated to the inertia ratios estimator to have a complete tool for mass properties recognition.

A Kinect-Based Real-Time Compressive Tracking Prototype System for Amphibious Spherical Robots

PubMed Central

Pan, Shaowu; Shi, Liwei; Guo, Shuxiang

2015-01-01

A visual tracking system is essential as a basis for visual servoing, autonomous navigation, path planning, robot-human interaction and other robotic functions. To execute various tasks in diverse and ever-changing environments, a mobile robot requires high levels of robustness, precision, environmental adaptability and real-time performance of the visual tracking system. In keeping with the application characteristics of our amphibious spherical robot, which was proposed for flexible and economical underwater exploration in 2012, an improved RGB-D visual tracking algorithm is proposed and implemented. Given the limited power source and computational capabilities of mobile robots, compressive tracking (CT), which is the effective and efficient algorithm that was proposed in 2012, was selected as the basis of the proposed algorithm to process colour images. A Kalman filter with a second-order motion model was implemented to predict the state of the target and select candidate patches or samples for the CT tracker. In addition, a variance ratio features shift (VR-V) tracker with a Kalman estimation mechanism was used to process depth images. Using a feedback strategy, the depth tracking results were used to assist the CT tracker in updating classifier parameters at an adaptive rate. In this way, most of the deficiencies of CT, including drift and poor robustness to occlusion and high-speed target motion, were partly solved. To evaluate the proposed algorithm, a Microsoft Kinect sensor, which combines colour and infrared depth cameras, was adopted for use in a prototype of the robotic tracking system. The experimental results with various image sequences demonstrated the effectiveness, robustness and real-time performance of the tracking system. PMID:25856331

A Kinect-based real-time compressive tracking prototype system for amphibious spherical robots.

PubMed

Pan, Shaowu; Shi, Liwei; Guo, Shuxiang

2015-04-08

A visual tracking system is essential as a basis for visual servoing, autonomous navigation, path planning, robot-human interaction and other robotic functions. To execute various tasks in diverse and ever-changing environments, a mobile robot requires high levels of robustness, precision, environmental adaptability and real-time performance of the visual tracking system. In keeping with the application characteristics of our amphibious spherical robot, which was proposed for flexible and economical underwater exploration in 2012, an improved RGB-D visual tracking algorithm is proposed and implemented. Given the limited power source and computational capabilities of mobile robots, compressive tracking (CT), which is the effective and efficient algorithm that was proposed in 2012, was selected as the basis of the proposed algorithm to process colour images. A Kalman filter with a second-order motion model was implemented to predict the state of the target and select candidate patches or samples for the CT tracker. In addition, a variance ratio features shift (VR-V) tracker with a Kalman estimation mechanism was used to process depth images. Using a feedback strategy, the depth tracking results were used to assist the CT tracker in updating classifier parameters at an adaptive rate. In this way, most of the deficiencies of CT, including drift and poor robustness to occlusion and high-speed target motion, were partly solved. To evaluate the proposed algorithm, a Microsoft Kinect sensor, which combines colour and infrared depth cameras, was adopted for use in a prototype of the robotic tracking system. The experimental results with various image sequences demonstrated the effectiveness, robustness and real-time performance of the tracking system.

MultiSETTER: web server for multiple RNA structure comparison.

PubMed

Čech, Petr; Hoksza, David; Svozil, Daniel

2015-08-12

Understanding the architecture and function of RNA molecules requires methods for comparing and analyzing their tertiary and quaternary structures. While structural superposition of short RNAs is achievable in a reasonable time, large structures represent much bigger challenge. Therefore, we have developed a fast and accurate algorithm for RNA pairwise structure superposition called SETTER and implemented it in the SETTER web server. However, though biological relationships can be inferred by a pairwise structure alignment, key features preserved by evolution can be identified only from a multiple structure alignment. Thus, we extended the SETTER algorithm to the alignment of multiple RNA structures and developed the MultiSETTER algorithm. In this paper, we present the updated version of the SETTER web server that implements a user friendly interface to the MultiSETTER algorithm. The server accepts RNA structures either as the list of PDB IDs or as user-defined PDB files. After the superposition is computed, structures are visualized in 3D and several reports and statistics are generated. To the best of our knowledge, the MultiSETTER web server is the first publicly available tool for a multiple RNA structure alignment. The MultiSETTER server offers the visual inspection of an alignment in 3D space which may reveal structural and functional relationships not captured by other multiple alignment methods based either on a sequence or on secondary structure motifs.

CDGPS-Based Relative Navigation for Multiple Spacecraft

NASA Technical Reports Server (NTRS)

Mitchell, Megan Leigh

2004-01-01

This thesis investigates the use of Carrier-phase Differential GPS (CDGPS) in relative navigation filters for formation flying spacecraft. This work analyzes the relationship between the Extended Kalman Filter (EKF) design parameters and the resulting estimation accuracies, and in particular, the effect of the process and measurement noises on the semimajor axis error. This analysis clearly demonstrates that CDGPS-based relative navigation Kalman filters yield good estimation performance without satisfying the strong correlation property that previous work had associated with "good" navigation filters. Several examples are presented to show that the Kalman filter can be forced to create solutions with stronger correlations, but these always result in larger semimajor axis errors. These linear and nonlinear simulations also demonstrated the crucial role of the process noise in determining the semimajor axis knowledge. More sophisticated nonlinear models were included to reduce the propagation error in the estimator, but for long time steps and large separations, the EKF, which only uses a linearized covariance propagation, yielded very poor performance. In contrast, the CDGPS-based Unscented Kalman relative navigation Filter (UKF) handled the dynamic and measurement nonlinearities much better and yielded far superior performance than the EKF. The UKF produced good estimates for scenarios with long baselines and time steps for which the EKF would diverge rapidly. A hardware-in-the-loop testbed that is compatible with the Spirent Simulator at NASA GSFC was developed to provide a very flexible and robust capability for demonstrating CDGPS technologies in closed-loop. This extended previous work to implement the decentralized relative navigation algorithms in real time.

Design of Low-Cost Vehicle Roll Angle Estimator Based on Kalman Filters and an Iot Architecture.

PubMed

Garcia Guzman, Javier; Prieto Gonzalez, Lisardo; Pajares Redondo, Jonatan; Sanz Sanchez, Susana; Boada, Beatriz L

2018-06-03

In recent years, there have been many advances in vehicle technologies based on the efficient use of real-time data provided by embedded sensors. Some of these technologies can help you avoid or reduce the severity of a crash such as the Roll Stability Control (RSC) systems for commercial vehicles. In RSC, several critical variables to consider such as sideslip or roll angle can only be directly measured using expensive equipment. These kind of devices would increase the price of commercial vehicles. Nevertheless, sideslip or roll angle or values can be estimated using MEMS sensors in combination with data fusion algorithms. The objectives stated for this research work consist of integrating roll angle estimators based on Linear and Unscented Kalman filters to evaluate the precision of the results obtained and determining the fulfillment of the hard real-time processing constraints to embed this kind of estimators in IoT architectures based on low-cost equipment able to be deployed in commercial vehicles. An experimental testbed composed of a van with two sets of low-cost kits was set up, the first one including a Raspberry Pi 3 Model B, and the other having an Intel Edison System on Chip. This experimental environment was tested under different conditions for comparison. The results obtained from low-cost experimental kits, based on IoT architectures and including estimators based on Kalman filters, provide accurate roll angle estimation. Also, these results show that the processing time to get the data and execute the estimations based on Kalman Filters fulfill hard real time constraints.

Application of unscented Kalman filter for robust pose estimation in image-guided surgery

NASA Astrophysics Data System (ADS)

Vaccarella, Alberto; De Momi, Elena; Valenti, Marta; Ferrigno, Giancarlo; Enquobahrie, Andinet

2012-02-01

Image-guided surgery (IGS) allows clinicians to view current, intra-operative scenes superimposed on preoperative images (typically MRI or CT scans). IGS systems use localization systems to track and visualize surgical tools overlaid on top of preoperative images of the patient during surgery. The most commonly used localization systems in the Operating Rooms (OR) are optical tracking systems (OTS) due to their ease of use and cost effectiveness. However, OTS' suffer from the major drawback of line-of-sight requirements. State space approaches based on different implementations of the Kalman filter have recently been investigated in order to compensate for short line-of-sight occlusion. However, the proposed parameterizations for the rigid body orientation suffer from singularities at certain values of rotation angles. The purpose of this work is to develop a quaternion-based Unscented Kalman Filter (UKF) for robust optical tracking of both position and orientation of surgical tools in order to compensate marker occlusion issues. This paper presents preliminary results towards a Kalman-based Sensor Management Engine (SME). The engine will filter and fuse multimodal tracking streams of data. This work was motivated by our experience working in robot-based applications for keyhole neurosurgery (ROBOCAST project). The algorithm was evaluated using real data from NDI Polaris tracker. The results show that our estimation technique is able to compensate for marker occlusion with a maximum error of 2.5° for orientation and 2.36 mm for position. The proposed approach will be useful in over-crowded state-of-the-art ORs where achieving continuous visibility of all tracked objects will be difficult.

icoshift: A versatile tool for the rapid alignment of 1D NMR spectra

NASA Astrophysics Data System (ADS)

Savorani, F.; Tomasi, G.; Engelsen, S. B.

2010-02-01

The increasing scientific and industrial interest towards metabonomics takes advantage from the high qualitative and quantitative information level of nuclear magnetic resonance (NMR) spectroscopy. However, several chemical and physical factors can affect the absolute and the relative position of an NMR signal and it is not always possible or desirable to eliminate these effects a priori. To remove misalignment of NMR signals a posteriori, several algorithms have been proposed in the literature. The icoshift program presented here is an open source and highly efficient program designed for solving signal alignment problems in metabonomic NMR data analysis. The icoshift algorithm is based on correlation shifting of spectral intervals and employs an FFT engine that aligns all spectra simultaneously. The algorithm is demonstrated to be faster than similar methods found in the literature making full-resolution alignment of large datasets feasible and thus avoiding down-sampling steps such as binning. The algorithm uses missing values as a filling alternative in order to avoid spectral artifacts at the segment boundaries. The algorithm is made open source and the Matlab code including documentation can be downloaded from www.models.life.ku.dk.

Genetic Algorithm Phase Retrieval for the Systematic Image-Based Optical Alignment Testbed

NASA Technical Reports Server (NTRS)

Rakoczy, John; Steincamp, James; Taylor, Jaime

2003-01-01

A reduced surrogate, one point crossover genetic algorithm with random rank-based selection was used successfully to estimate the multiple phases of a segmented optical system modeled on the seven-mirror Systematic Image-Based Optical Alignment testbed located at NASA's Marshall Space Flight Center.

Multiple nodes transfer alignment for airborne missiles based on inertial sensor network

NASA Astrophysics Data System (ADS)

Si, Fan; Zhao, Yan

2017-09-01

Transfer alignment is an important initialization method for airborne missiles because the alignment accuracy largely determines the performance of the missile. However, traditional alignment methods are limited by complicated and unknown flexure angle, and cannot meet the actual requirement when wing flexure deformation occurs. To address this problem, we propose a new method that uses the relative navigation parameters between the weapons and fighter to achieve transfer alignment. First, in the relative inertial navigation algorithm, the relative attitudes and positions are constantly computed in wing flexure deformation situations. Secondly, the alignment results of each weapon are processed using a data fusion algorithm to improve the overall performance. Finally, the feasibility and performance of the proposed method were evaluated under two typical types of deformation, and the simulation results demonstrated that the new transfer alignment method is practical and has high-precision.

Triangular Alignment (TAME). A Tensor-based Approach for Higher-order Network Alignment

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mohammadi, Shahin; Gleich, David F.; Kolda, Tamara G.

2015-11-01

Network alignment is an important tool with extensive applications in comparative interactomics. Traditional approaches aim to simultaneously maximize the number of conserved edges and the underlying similarity of aligned entities. We propose a novel formulation of the network alignment problem that extends topological similarity to higher-order structures and provide a new objective function that maximizes the number of aligned substructures. This objective function corresponds to an integer programming problem, which is NP-hard. Consequently, we approximate this objective function as a surrogate function whose maximization results in a tensor eigenvalue problem. Based on this formulation, we present an algorithm called Triangularmore » AlignMEnt (TAME), which attempts to maximize the number of aligned triangles across networks. We focus on alignment of triangles because of their enrichment in complex networks; however, our formulation and resulting algorithms can be applied to general motifs. Using a case study on the NAPABench dataset, we show that TAME is capable of producing alignments with up to 99% accuracy in terms of aligned nodes. We further evaluate our method by aligning yeast and human interactomes. Our results indicate that TAME outperforms the state-of-art alignment methods both in terms of biological and topological quality of the alignments.« less

Accelerating large-scale protein structure alignments with graphics processing units

PubMed Central

2012-01-01

Background Large-scale protein structure alignment, an indispensable tool to structural bioinformatics, poses a tremendous challenge on computational resources. To ensure structure alignment accuracy and efficiency, efforts have been made to parallelize traditional alignment algorithms in grid environments. However, these solutions are costly and of limited accessibility. Others trade alignment quality for speedup by using high-level characteristics of structure fragments for structure comparisons. Findings We present ppsAlign, a parallel protein structure Alignment framework designed and optimized to exploit the parallelism of Graphics Processing Units (GPUs). As a general-purpose GPU platform, ppsAlign could take many concurrent methods, such as TM-align and Fr-TM-align, into the parallelized algorithm design. We evaluated ppsAlign on an NVIDIA Tesla C2050 GPU card, and compared it with existing software solutions running on an AMD dual-core CPU. We observed a 36-fold speedup over TM-align, a 65-fold speedup over Fr-TM-align, and a 40-fold speedup over MAMMOTH. Conclusions ppsAlign is a high-performance protein structure alignment tool designed to tackle the computational complexity issues from protein structural data. The solution presented in this paper allows large-scale structure comparisons to be performed using massive parallel computing power of GPU. PMID:22357132

Some aspects of SR beamline alignment

NASA Astrophysics Data System (ADS)

Gaponov, Yu. A.; Cerenius, Y.; Nygaard, J.; Ursby, T.; Larsson, K.

2011-09-01

Based on the Synchrotron Radiation (SR) beamline optical element-by-element alignment with analysis of the alignment results an optimized beamline alignment algorithm has been designed and developed. The alignment procedures have been designed and developed for the MAX-lab I911-4 fixed energy beamline. It has been shown that the intermediate information received during the monochromator alignment stage can be used for the correction of both monochromator and mirror without the next stages of alignment of mirror, slits, sample holder, etc. Such an optimization of the beamline alignment procedures decreases the time necessary for the alignment and becomes useful and helpful in the case of any instability of the beamline optical elements, storage ring electron orbit or the wiggler insertion device, which could result in the instability of angular and positional parameters of the SR beam. A general purpose software package for manual, semi-automatic and automatic SR beamline alignment has been designed and developed using the developed algorithm. The TANGO control system is used as the middle-ware between the stand-alone beamline control applications BLTools, BPMonitor and the beamline equipment.

Towards predictive data-driven simulations of wildfire spread - Part I: Reduced-cost Ensemble Kalman Filter based on a Polynomial Chaos surrogate model for parameter estimation

NASA Astrophysics Data System (ADS)

Rochoux, M. C.; Ricci, S.; Lucor, D.; Cuenot, B.; Trouvé, A.

2014-05-01

This paper is the first part in a series of two articles and presents a data-driven wildfire simulator for forecasting wildfire spread scenarios, at a reduced computational cost that is consistent with operational systems. The prototype simulator features the following components: a level-set-based fire propagation solver FIREFLY that adopts a regional-scale modeling viewpoint, treats wildfires as surface propagating fronts, and uses a description of the local rate of fire spread (ROS) as a function of environmental conditions based on Rothermel's model; a series of airborne-like observations of the fire front positions; and a data assimilation algorithm based on an ensemble Kalman filter (EnKF) for parameter estimation. This stochastic algorithm partly accounts for the non-linearities between the input parameters of the semi-empirical ROS model and the fire front position, and is sequentially applied to provide a spatially-uniform correction to wind and biomass fuel parameters as observations become available. A wildfire spread simulator combined with an ensemble-based data assimilation algorithm is therefore a promising approach to reduce uncertainties in the forecast position of the fire front and to introduce a paradigm-shift in the wildfire emergency response. In order to reduce the computational cost of the EnKF algorithm, a surrogate model based on a polynomial chaos (PC) expansion is used in place of the forward model FIREFLY in the resulting hybrid PC-EnKF algorithm. The performance of EnKF and PC-EnKF is assessed on synthetically-generated simple configurations of fire spread to provide valuable information and insight on the benefits of the PC-EnKF approach as well as on a controlled grassland fire experiment. The results indicate that the proposed PC-EnKF algorithm features similar performance to the standard EnKF algorithm, but at a much reduced computational cost. In particular, the re-analysis and forecast skills of data assimilation strongly relate to the spatial and temporal variability of the errors in the ROS model parameters.

Towards predictive data-driven simulations of wildfire spread - Part I: Reduced-cost Ensemble Kalman Filter based on a Polynomial Chaos surrogate model for parameter estimation

NASA Astrophysics Data System (ADS)

Rochoux, M. C.; Ricci, S.; Lucor, D.; Cuenot, B.; Trouvé, A.

2014-11-01

This paper is the first part in a series of two articles and presents a data-driven wildfire simulator for forecasting wildfire spread scenarios, at a reduced computational cost that is consistent with operational systems. The prototype simulator features the following components: an Eulerian front propagation solver FIREFLY that adopts a regional-scale modeling viewpoint, treats wildfires as surface propagating fronts, and uses a description of the local rate of fire spread (ROS) as a function of environmental conditions based on Rothermel's model; a series of airborne-like observations of the fire front positions; and a data assimilation (DA) algorithm based on an ensemble Kalman filter (EnKF) for parameter estimation. This stochastic algorithm partly accounts for the nonlinearities between the input parameters of the semi-empirical ROS model and the fire front position, and is sequentially applied to provide a spatially uniform correction to wind and biomass fuel parameters as observations become available. A wildfire spread simulator combined with an ensemble-based DA algorithm is therefore a promising approach to reduce uncertainties in the forecast position of the fire front and to introduce a paradigm-shift in the wildfire emergency response. In order to reduce the computational cost of the EnKF algorithm, a surrogate model based on a polynomial chaos (PC) expansion is used in place of the forward model FIREFLY in the resulting hybrid PC-EnKF algorithm. The performance of EnKF and PC-EnKF is assessed on synthetically generated simple configurations of fire spread to provide valuable information and insight on the benefits of the PC-EnKF approach, as well as on a controlled grassland fire experiment. The results indicate that the proposed PC-EnKF algorithm features similar performance to the standard EnKF algorithm, but at a much reduced computational cost. In particular, the re-analysis and forecast skills of DA strongly relate to the spatial and temporal variability of the errors in the ROS model parameters.

Real-time prediction and gating of respiratory motion using an extended Kalman filter and Gaussian process regression

NASA Astrophysics Data System (ADS)

Bukhari, W.; Hong, S.-M.

2015-01-01

Motion-adaptive radiotherapy aims to deliver a conformal dose to the target tumour with minimal normal tissue exposure by compensating for tumour motion in real time. The prediction as well as the gating of respiratory motion have received much attention over the last two decades for reducing the targeting error of the treatment beam due to respiratory motion. In this article, we present a real-time algorithm for predicting and gating respiratory motion that utilizes a model-based and a model-free Bayesian framework by combining them in a cascade structure. The algorithm, named EKF-GPR+, implements a gating function without pre-specifying a particular region of the patient’s breathing cycle. The algorithm first employs an extended Kalman filter (LCM-EKF) to predict the respiratory motion and then uses a model-free Gaussian process regression (GPR) to correct the error of the LCM-EKF prediction. The GPR is a non-parametric Bayesian algorithm that yields predictive variance under Gaussian assumptions. The EKF-GPR+ algorithm utilizes the predictive variance from the GPR component to capture the uncertainty in the LCM-EKF prediction error and systematically identify breathing points with a higher probability of large prediction error in advance. This identification allows us to pause the treatment beam over such instances. EKF-GPR+ implements the gating function by using simple calculations based on the predictive variance with no additional detection mechanism. A sparse approximation of the GPR algorithm is employed to realize EKF-GPR+ in real time. Extensive numerical experiments are performed based on a large database of 304 respiratory motion traces to evaluate EKF-GPR+. The experimental results show that the EKF-GPR+ algorithm effectively reduces the prediction error in a root-mean-square (RMS) sense by employing the gating function, albeit at the cost of a reduced duty cycle. As an example, EKF-GPR+ reduces the patient-wise RMS error to 37%, 39% and 42% in percent ratios relative to no prediction for a duty cycle of 80% at lookahead lengths of 192 ms, 384 ms and 576 ms, respectively. The experiments also confirm that EKF-GPR+ controls the duty cycle with reasonable accuracy.

Advances of the smooth variable structure filter: square-root and two-pass formulations

NASA Astrophysics Data System (ADS)

Gadsden, S. Andrew; Lee, Andrew S.

2017-01-01

The smooth variable structure filter (SVSF) has seen significant development and research activity in recent years. It is based on sliding mode concepts, which utilize a switching gain that brings an inherent amount of stability to the estimation process. In an effort to improve upon the numerical stability of the SVSF, a square-root formulation is derived. The square-root SVSF is based on Potter's algorithm. The proposed formulation is computationally more efficient and reduces the risks of failure due to numerical instability. The new strategy is applied on target tracking scenarios for the purposes of state estimation, and the results are compared with the popular Kalman filter. In addition, the SVSF is reformulated to present a two-pass smoother based on the SVSF gain. The proposed method is applied on an aerospace flight surface actuator, and the results are compared with the Kalman-based two-pass smoother.

State Estimation of International Space Station Centrifuge Rotor With Incomplete Knowledge of Disturbance Inputs

NASA Technical Reports Server (NTRS)

Sullivan, Michael J.

2005-01-01

This thesis develops a state estimation algorithm for the Centrifuge Rotor (CR) system where only relative measurements are available with limited knowledge of both rotor imbalance disturbances and International Space Station (ISS) thruster disturbances. A Kalman filter is applied to a plant model augmented with sinusoidal disturbance states used to model both the effect of the rotor imbalance and the 155 thrusters on the CR relative motion measurement. The sinusoidal disturbance states compensate for the lack of the availability of plant inputs for use in the Kalman filter. Testing confirms that complete disturbance modeling is necessary to ensure reliable estimation. Further testing goes on to show that increased estimator operational bandwidth can be achieved through the expansion of the disturbance model within the filter dynamics. In addition, Monte Carlo analysis shows the varying levels of robustness against defined plant/filter uncertainty variations.

A new algorithm for distorted fingerprints matching based on normalized fuzzy similarity measure.

PubMed

Chen, Xinjian; Tian, Jie; Yang, Xin

2006-03-01

Coping with nonlinear distortions in fingerprint matching is a challenging task. This paper proposes a novel algorithm, normalized fuzzy similarity measure (NFSM), to deal with the nonlinear distortions. The proposed algorithm has two main steps. First, the template and input fingerprints were aligned. In this process, the local topological structure matching was introduced to improve the robustness of global alignment. Second, the method NFSM was introduced to compute the similarity between the template and input fingerprints. The proposed algorithm was evaluated on fingerprints databases of FVC2004. Experimental results confirm that NFSM is a reliable and effective algorithm for fingerprint matching with nonliner distortions. The algorithm gives considerably higher matching scores compared to conventional matching algorithms for the deformed fingerprints.

Experience from the in-flight calibration of the Extreme Ultraviolet Explorer (EUVE) and Upper Atmosphere Research Satellite (UARS) fixed head star trackers (FHSTs)

NASA Technical Reports Server (NTRS)

Lee, Michael

1995-01-01

Since the original post-launch calibration of the FHSTs (Fixed Head Star Trackers) on EUVE (Extreme Ultraviolet Explorer) and UARS (Upper Atmosphere Research Satellite), the Flight Dynamics task has continued to analyze the FHST performance. The algorithm used for inflight alignment of spacecraft sensors is described and the equations for the errors in the relative alignment for the simple 2 star tracker case are shown. Simulated data and real data are used to compute the covariance of the relative alignment errors. Several methods for correcting the alignment are compared and results analyzed. The specific problems seen on orbit with UARS and EUVE are then discussed. UARS has experienced anomalous tracker performance on an FHST resulting in continuous variation in apparent tracker alignment. On EUVE, the FHST residuals from the attitude determination algorithm showed a dependence on the direction of roll during survey mode. This dependence is traced back to time tagging errors and the original post launch alignment is found to be in error due to the impact of the time tagging errors on the alignment algorithm. The methods used by the FDF (Flight Dynamics Facility) to correct for these problems is described.

Particle rejuvenation of Rao-Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models

NASA Astrophysics Data System (ADS)

Nguyen, Ngoc Minh; Corff, Sylvain Le; Moulines, Éric

2017-12-01

This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of regimes and observations, using variants of the Kalman filter/smoother. The first successful attempt to use Rao-Blackwellization for smoothing extends the Bryson-Frazier smoother for Gaussian linear state space models using the generalized two-filter formula together with Kalman filters/smoothers. More recently, a forward-backward decomposition of smoothing distributions mimicking the Rauch-Tung-Striebel smoother for the regimes combined with backward Kalman updates has been introduced. This paper investigates the benefit of introducing additional rejuvenation steps in all these algorithms to sample at each time instant new regimes conditional on the forward and backward particles. This defines particle-based approximations of the smoothing distributions whose support is not restricted to the set of particles sampled in the forward or backward filter. These procedures are applied to commodity markets which are described using a two-factor model based on the spot price and a convenience yield for crude oil data.

Multi-vehicle detection with identity awareness using cascade Adaboost and Adaptive Kalman filter for driver assistant system

PubMed Central

Wang, Baofeng; Qi, Zhiquan; Chen, Sizhong; Liu, Zhaodu; Ma, Guocheng

2017-01-01

Vision-based vehicle detection is an important issue for advanced driver assistance systems. In this paper, we presented an improved multi-vehicle detection and tracking method using cascade Adaboost and Adaptive Kalman filter(AKF) with target identity awareness. A cascade Adaboost classifier using Haar-like features was built for vehicle detection, followed by a more comprehensive verification process which could refine the vehicle hypothesis in terms of both location and dimension. In vehicle tracking, each vehicle was tracked with independent identity by an Adaptive Kalman filter in collaboration with a data association approach. The AKF adaptively adjusted the measurement and process noise covariance through on-line stochastic modelling to compensate the dynamics changes. The data association correctly assigned different detections with tracks using global nearest neighbour(GNN) algorithm while considering the local validation. During tracking, a temporal context based track management was proposed to decide whether to initiate, maintain or terminate the tracks of different objects, thus suppressing the sparse false alarms and compensating the temporary detection failures. Finally, the proposed method was tested on various challenging real roads, and the experimental results showed that the vehicle detection performance was greatly improved with higher accuracy and robustness. PMID:28296902

Adaptive Square-Root Cubature-Quadrature Kalman Particle Filter for satellite attitude determination using vector observations

NASA Astrophysics Data System (ADS)

Kiani, Maryam; Pourtakdoust, Seid H.

2014-12-01

A novel algorithm is presented in this study for estimation of spacecraft's attitudes and angular rates from vector observations. In this regard, a new cubature-quadrature particle filter (CQPF) is initially developed that uses the Square-Root Cubature-Quadrature Kalman Filter (SR-CQKF) to generate the importance proposal distribution. The developed CQPF scheme avoids the basic limitation of particle filter (PF) with regards to counting the new measurements. Subsequently, CQPF is enhanced to adjust the sample size at every time step utilizing the idea of confidence intervals, thus improving the efficiency and accuracy of the newly proposed adaptive CQPF (ACQPF). In addition, application of the q-method for filter initialization has intensified the computation burden as well. The current study also applies ACQPF to the problem of attitude estimation of a low Earth orbit (LEO) satellite. For this purpose, the undertaken satellite is equipped with a three-axis magnetometer (TAM) as well as a sun sensor pack that provide noisy geomagnetic field data and Sun direction measurements, respectively. The results and performance of the proposed filter are investigated and compared with those of the extended Kalman filter (EKF) and the standard particle filter (PF) utilizing a Monte Carlo simulation. The comparison demonstrates the viability and the accuracy of the proposed nonlinear estimator.

Target Tracking Based on Bearing Only Measurements

DTIC Science & Technology

1980-06-01

sequence with statestics -N(0, 2 where 0ki is given by: 2i i iT 2 i Wk (3.112) 2 k’ki i=1,2,... ,M, are already calculated by the Kalman filtrer algorithm...is detected at some time TD , that could not be "seen" ky the sensor at times < TD , the reason is that the target has just entered the reach area of

Moving Horizon Estimation on a Chip

DTIC Science & Technology

2014-06-26

description, e.g. VHDL or Verilog, for FPGA implementation . Especially for those whose main expertise is in control system design, writing algorithms in C...ditional Kalman Filter(KF) where recursive solution is available. We devel- oped various MHE designs and implemented them on the Xilinx Zynq ZC702 FPGA...practical deployment of the MHE technology. 2.2 Implementation of MHE on FPGA The next paper demonstrated the feasibility of implementing MHE algo

Assisted Perception, Planning and Control for Remote Mobility and Dexterous Manipulation

DTIC Science & Technology

2017-04-01

on unmanned aerial vehicles (UAVs). The underlying algorithm is based on an Extended Kalman Filter (EKF) that simultaneously estimates robot state...and sensor biases. The filter developed provided a probabilistic fusion of sensor data from many modalities to produce a single consistent position...estimation for a walking humanoid. Given a prior map using a Gaussian particle filter , the LIDAR based system is able to provide a drift-free

An Optically Implemented Kalman Filter Algorithm.

DTIC Science & Technology

1983-12-01

8b. OFFICE SYMOOL 9. PROCUREMENT INSTRUMENT IDENTIFICATION NUMBER 8c. ADDRESS (City, State and ZIP Code ) 10. SOURCE OF FUNDING NOS.______ PROGRAM...are completely speci- fied for the correlation stage to perform the required corre- lation in real time, and the filter stage to perform the lin- ear...performance analy- ses indicated an enhanced ability of the nonadaptive filter to track a realistic distant point source target with an error standard

Estimation of power lithium-ion battery SOC based on fuzzy optimal decision

NASA Astrophysics Data System (ADS)

He, Dongmei; Hou, Enguang; Qiao, Xin; Liu, Guangmin

2018-06-01

In order to improve vehicle performance and safety, need to accurately estimate the power lithium battery state of charge (SOC), analyzing the common SOC estimation methods, according to the characteristics open circuit voltage and Kalman filter algorithm, using T - S fuzzy model, established a lithium battery SOC estimation method based on the fuzzy optimal decision. Simulation results show that the battery model accuracy can be improved.

Non-invasive Fetal ECG Signal Quality Assessment for Multichannel Heart Rate Estimation.

PubMed

Andreotti, Fernando; Graser, Felix; Malberg, Hagen; Zaunseder, Sebastian

2017-12-01

The noninvasive fetal ECG (NI-FECG) from abdominal recordings offers novel prospects for prenatal monitoring. However, NI-FECG signals are corrupted by various nonstationary noise sources, making the processing of abdominal recordings a challenging task. In this paper, we present an online approach that dynamically assess the quality of NI-FECG to improve fetal heart rate (FHR) estimation. Using a naive Bayes classifier, state-of-the-art and novel signal quality indices (SQIs), and an existing adaptive Kalman filter, FHR estimation was improved. For the purpose of training and validating the proposed methods, a large annotated private clinical dataset was used. The suggested classification scheme demonstrated an accuracy of Krippendorff's alpha in determining the overall quality of NI-FECG signals. The proposed Kalman filter outperformed alternative methods for FHR estimation achieving accuracy. The proposed algorithm was able to reliably reflect changes of signal quality and can be used in improving FHR estimation. NI-ECG signal quality estimation and multichannel information fusion are largely unexplored topics. Based on previous works, multichannel FHR estimation is a field that could strongly benefit from such methods. The developed SQI algorithms as well as resulting classifier were made available under a GNU GPL open-source license and contributed to the FECGSYN toolbox.

On-line implementation of nonlinear parameter estimation for the Space Shuttle main engine

NASA Technical Reports Server (NTRS)

Buckland, Julia H.; Musgrave, Jeffrey L.; Walker, Bruce K.

1992-01-01

We investigate the performance of a nonlinear estimation scheme applied to the estimation of several parameters in a performance model of the Space Shuttle Main Engine. The nonlinear estimator is based upon the extended Kalman filter which has been augmented to provide estimates of several key performance variables. The estimated parameters are directly related to the efficiency of both the low pressure and high pressure fuel turbopumps. Decreases in the parameter estimates may be interpreted as degradations in turbine and/or pump efficiencies which can be useful measures for an online health monitoring algorithm. This paper extends previous work which has focused on off-line parameter estimation by investigating the filter's on-line potential from a computational standpoint. ln addition, we examine the robustness of the algorithm to unmodeled dynamics. The filter uses a reduced-order model of the engine that includes only fuel-side dynamics. The on-line results produced during this study are comparable to off-line results generated previously. The results show that the parameter estimates are sensitive to dynamics not included in the filter model. Off-line results using an extended Kalman filter with a full order engine model to address the robustness problems of the reduced-order model are also presented.

A Mobile Kalman-Filter Based Solution for the Real-Time Estimation of Spatio-Temporal Gait Parameters.

PubMed

Ferrari, Alberto; Ginis, Pieter; Hardegger, Michael; Casamassima, Filippo; Rocchi, Laura; Chiari, Lorenzo

2016-07-01

Gait impairments are among the most disabling symptoms in several musculoskeletal and neurological conditions, severely limiting personal autonomy. Wearable gait sensors have been attracting attention as diagnostic tool for gait and are emerging as promising tool for tutoring and guiding gait execution. If their popularity is continuously growing, still there is room for improvement, especially towards more accurate solutions for spatio-temporal gait parameters estimation. We present an implementation of a zero-velocity-update gait analysis system based on a Kalman filter and off-the-shelf shoe-worn inertial sensors. The algorithms for gait events and step length estimation were specifically designed to comply with pathological gait patterns. More so, an Android app was deployed to support fully wearable and stand-alone real-time gait analysis. Twelve healthy subjects were enrolled to preliminarily tune the algorithms; afterwards sixteen persons with Parkinson's disease were enrolled for a validation study. Over the 1314 strides collected on patients at three different speeds, the total root mean square difference on step length estimation between this system and a gold standard was 2.9%. This shows that the proposed method allows for an accurate gait analysis and paves the way to a new generation of mobile devices usable anywhere for monitoring and intervention.

Dynamic imaging in electrical impedance tomography of the human chest with online transition matrix identification.

PubMed

Moura, Fernando Silva; Aya, Julio Cesar Ceballos; Fleury, Agenor Toledo; Amato, Marcelo Britto Passos; Lima, Raul Gonzalez

2010-02-01

One of the electrical impedance tomography objectives is to estimate the electrical resistivity distribution in a domain based only on electrical potential measurements at its boundary generated by an imposed electrical current distribution into the boundary. One of the methods used in dynamic estimation is the Kalman filter. In biomedical applications, the random walk model is frequently used as evolution model and, under this conditions, poor tracking ability of the extended Kalman filter (EKF) is achieved. An analytically developed evolution model is not feasible at this moment. The paper investigates the identification of the evolution model in parallel to the EKF and updating the evolution model with certain periodicity. The evolution model transition matrix is identified using the history of the estimated resistivity distribution obtained by a sensitivity matrix based algorithm and a Newton-Raphson algorithm. To numerically identify the linear evolution model, the Ibrahim time-domain method is used. The investigation is performed by numerical simulations of a domain with time-varying resistivity and by experimental data collected from the boundary of a human chest during normal breathing. The obtained dynamic resistivity values lie within the expected values for the tissues of a human chest. The EKF results suggest that the tracking ability is significantly improved with this approach.

Validation on flight data of a closed-loop approach for GPS-based relative navigation of LEO satellites

NASA Astrophysics Data System (ADS)

Tancredi, U.; Renga, A.; Grassi, M.

2013-05-01

This paper describes a carrier-phase differential GPS approach for real-time relative navigation of LEO satellites flying in formation with large separations. These applications are characterized indeed by a highly varying number of GPS satellites in common view and large ionospheric differential errors, which significantly impact relative navigation performance and robustness. To achieve high relative positioning accuracy a navigation algorithm is proposed which processes double-difference code and carrier measurements on two frequencies, to fully exploit the integer nature of the related ambiguities. Specifically, a closed-loop scheme is proposed in which fixed estimates of the baseline and integer ambiguities produced by means of a partial integer fixing step are fed back to an Extended Kalman Filter for improving the float estimate at successive time instants. The approach also benefits from the inclusion in the filter state of the differential ionospheric delay in terms of the Vertical Total Electron Content of each satellite. The navigation algorithm performance is tested on actual flight data from GRACE mission. Results demonstrate the effectiveness of the proposed approach in managing integer unknowns in conjunction with Extended Kalman Filtering, and that centimeter-level accuracy can be achieved in real-time also with large separations.